The word "mercy" is not used very much anymore, probably because we shy away from thinking of ourselves as what we are: Simply objects of God's unmerited favor. We feel that we have a right to certain things from God due to our own faithfulness. This sense of entitlement leads us to try and get those things for ourselves if we do not find them forthcoming.
David was of a different heart, which was demonstrated in the cave where he apparently wrote this psalm (Psa. 57 title). King Saul, his sworn enemy who had tried to kill him more than once, wandered alone into the very place where David and his men were hiding. It was the perfect opportunity for David to take matters into his own hands by slaying his foe and claiming the promised kingdom (1 Sam. 24:4). Despite the urging of his men to do exactly that, David refused to take for himself what was "rightfully" his. Instead, he continued to rely on God's mercy. "I will cry unto God most high," he wrote, "unto God that performeth all things for me. He shall send from heaven and save me."
As David found, trusting in the mercy of God is the surest path to all the blessings He has in store for us. By trying to claim our "rights," we can only get in the way.
All Scripture references from KJV. Commentary ©2011 Hitchcock Family Ministry. Unaltered text may be reproduced freely without financial gain. Original commentary and Scripture song available at http://www.freescripturesongs.org/be-merciful-unto-me-o-God.