Psalms 2:6

But I have enthroned My king Why have you gathered together? I have appointed this one for Me to govern and to reign on Zion, My holy mount.

But I have installed (וַאֲנִי נָסַכְתִּי - va'ani nasakhti): [This means] I have made king (himlakhti). And the meaning is that he is My prince (nesikhi). Similar [usage connecting this root to rulership is found] regarding "the five kings of Midian who were princes (nesikhei) of Sihon" (Joshua 13:21). And know that the construct state (semikhut - e.g., "king of X") sometimes proceeds from the honored [noun] to the less esteemed [noun], and sometimes the opposite, like [in (Psalm 44:5)] "You are my King, O God" (Atah hu Malki Elokim) [where "God" is the more honored noun].

"But I have installed My king" (va'ani nasakhti malki): [This relationship is like how Israel is God's portion, e.g.,] "Ad-nai is his inheritance" (Deuteronomy 10:9) and [conversely] "They are Your people and Your inheritance" (Deuteronomy 9:29). [The king is God's designated representative]. And similar to it [the concept of a designated king related to God] is [the phrase in (Zechariah 14:16-17)] "to bow down to the King, Ad-nai of hosts" (le-hishtachavot le-melekh Ad-nai tzeva'ot). [This title "King, Ad-nai of hosts" in Zechariah] refers to the Messiah. This is in the manner of (Psalm 72:11) "And all kings shall bow down to him" (ve-yishtachavu lo kol melakhim). For if [the phrase le-melekh ("to the King") in (Zechariah 14:16)] were referring [directly] to HaShem, the Lamed [prefix] would have a patach vowel [i.e., it would likely be לַמֶּלֶךְ - la-melekh].

Yet I have set My king: – He says: They, forsooth, are purposing to root out the kingdom from the house of David, though I have made him king and set him up! And the word נסכתי connotes chieftainship and greatness, as (in the verse) “the princes (נסיכי) of Sihon” (Josh. 13:21); and also “their gods with their princes” (נסכיהס) (Dan. 11:8). My king – he means to say, The king that is Mine in that I have made him king; just as it is said (1 Sam. 16:1) “For I have provided among his sons a king for Myself.” He means by for Myself, for My worship, and so he says My king. And conversely it is said (Ps. 74:12): “And God is my King from of old,” where the meaning is, who rules over me. Thus is the usage of the pronominal suffixes. And so (in the verse) “Remove Thy stroke from me” (Ps. 39:11); “Aloof from My plague do they stand” (Ps. 38:12); “and I will make them joyful in My house of prayer” (Is. 56:7); “I have heard thy prayer” (1 Kings 9:3; 2 Kings 20:5; Is. 38:5; 2 Chron. 7:12), and other similar (examples), as we have explained in the book Miklol in the grammatical section of it. And he says:

Upon My holy hill of Sion: – Because the stronghold of Sion was not conquered until David came to subdue it, therefore Sion with Jerusalem is called the City of David. And after he had subdued it the Philistines gathered together to fight against him.