O God, when thou wentest forth before thy people
In the pillar of cloud, and in the pillar of fire, as the Targum adds; and this divine Person was the Son of God, the Angel of his presence, in whom his name was, even his name JAH or Jehovah before mentioned;
when thou didst march through the wilderness;
at the head of the Israelites, leading, guiding, and directing them; providing for them all things necessary, and protecting them against their enemies. And so Christ goes before his people, as they pass through the wilderness of this world; and does the like good offices for them, until he, as the great Captain of their salvation, brings them safe to glory: for what is here said is taken notice of as a resemblance of what he now does, or has done, under the Gospel dispensation, to which this psalm belongs; particularly of his marching through the wilderness of the Gentile world, in the ministry of the word by his apostles, wherein he went forth conquering and to conquer.
Selah; on this word, (See Gill on Psalms 3:2).