Give me understanding, that I may know thy testimonies. [Psalm 119:125 In the [previous] verse he sought teaching; but here he goes much further, and craves understanding. Usually, if the instructor supplies the teaching, the [pupil] finds the understanding; but in our case we are far more dependent, must beg for understanding as well as teaching: this the ordinary cannot give, and we are thrice happy that our Divine Tutor can furnish us with it. We are to confess ourselves fools, and then our Lord will make us wise, as well as give us knowledge. The best understanding is that which enables us to render perfect obedience and to exhibit intelligent faith, and it is this which David desires, — "understanding, that I may know thy testimonies." Some would rather not know these things; they prefer to be at ease in the dark rather than possess the light which leads to repentance and diligence. The servant of God longs to know in an understanding manner all that the Lord reveals of man and to man; he wishes to be so instructed that he may apprehend and comprehend that which is taught him. A servant should not be ignorant concerning his master, or his master's business; he should study the mind, will, purpose, and aim of him whom he serves, for so only can he complete his service; and as no man knows these things so well as his master himself, he should often go to him for instructions, lest his very zeal should only serve to make him the greater blunderer.It is remarkable that the Psalmist does not pray for understanding through acquiring knowledge, but begs of the Lord first that he may have the gracious gift of understanding, and then may obtain the desired instruction. All that we know before we have understanding is apt to spoil us and breed vanity in us; but if there be first an understanding heart, then the stores of knowledge enrich the soul, and bring neither sin nor sorrow therewith. Moreover, this gift of understanding acts also in the form of discernment and thus the good man is preserved from hoarding up that which is false and dangerous: he knows what are and what are not the testimonies of the Lord.
From Charles Spurgeon's The Treasury of David, on Psalm 119:125