He shall cry to me, Thou art my Father. In this verse it is declared, that the chief excellence of this king will consist in this, that he will be accounted the Son of God. This indeed is a title of honor, which is applied to all whom God ordains to be kings, as we have seen in a previous psalm, "I have said, Ye are gods; and all of you are children of the Most High:" (Psalm 82:6) but in the passage before us, something special is expressed of the holy king whom God had chosen, and it is intended to say, that he will be the son of God in a different sense. We shall immediately see in the subsequent verse, how he is placed in a higher rank than the kings of the earth, although they may sway the scepter over a larger extent of country. It was therefore a privilege peculiar to only one king in this world, to be called the Son of God. Had it been otherwise, the apostle reasoned not only inconclusively but absurdly, in quoting this text as a proof of the doctrine, that Christ is superior to the angels: "I will be to him a Father, and he shall be to me a Son," (Hebrews 1:5.) Angels, and kings, and all who are regenerated by the Spirit of adoption, are called sons of God; but David, when God promises to take him for his son, is, by singular prerogative, elevated above all others to whom this designation is applied. This is still more apparent from the following verse, in which he is called God's first-born, because he is higher than all the kings of the earth; and this is an honor which transcends all the dignity both of men and angels. If it is objected, that David being a mortal man could not be equal to the angels, the obvious answer is, that if he is considered in himself, he cannot justly be elevated to the same rank with them, but with the highest propriety he may, in so far as for a time he represented the person of Christ.

He shall cry unto me, Thou art my Father - He shall appeal to me, or come to me as a Father, and as his only hope and defense.
My God - He shall come to me as God, and shall recognize me as his God, his only trust and hope.
And the rock of my salvation - See the notes at Psalm 18:2. The meaning of all this is, that he would at all times recognize him as his only trust and hope, and that he would be faithful on his part to God.

He shall cry unto me, Thou [art] my (y) father, my God, and the rock of my salvation.
(y) His excellent dignity will appear in this, that he will be named the son of God and the firstborn in which he is a figure of Christ.

He shall cry unto me, thou art my Father,.... Not by creation, as he is the Father of angels and men; nor by adoption, as he is the Father of saints; but by generation, being the begotter of him, Psalm 2:7 so that he is Christ's own and proper Father, and Christ is his own and proper Son, John 5:18, and he frequently called him his Father, and asserted him to be in this relation to him, John 5:17, John 10:30, and addressed him, called upon him, and prayed unto him as such, Matthew 11:25, "my God"; that chose him to be the Mediator, Redeemer, and Saviour; who made a covenant with him, his chosen; who prepared and provided the human nature of Christ; anointed him with the gifts and graces of his Spirit, and supported him in his sufferings, and crowned him with glory and honour; whom Christ loved as his God, trusted in him as such, obeyed him, and prayed unto him: he called him his God, owned him to be so, and called upon him, and cried unto him, as such, John 20:17. God is the Father of Christ, as Christ is a divine Person; and he is the God of Christ, as Christ is man: these two relations frequently go together in the New Testament, John 20:17. It is added,
and the Rock of my salvation; that bore him up, and where he stood firm, while he was working out the salvation of his people; and though he was not saved from sufferings and death, yet he was quickly delivered from the grave, and raised from the dead, and set at the right hand of God, where he must reign till all enemies are put under his feet.

first-born--one who is chief, most beloved or distinguished (Exodus 4:22; Colossians 1:15). In God's sight and purposes he was the first among all monarchs, and specially so in his typical relation to Christ.