Psalms 42:9

I will say unto God my rock
A name frequently given to the eternal God, Father, Son, and Spirit, ( Deuteronomy 32:4 Deuteronomy 32:31 ) ( 1 Corinthians 10:4 ) ( 2 Samuel 23:2 2 Samuel 23:3 ) ; (See Gill on Psalms 18:2);

why hast thou forgotten me? (See Gill on Psalms 13:1);

why go I mourning because of the oppression of the enemy?
meaning perhaps Saul; though it may be applied to any spiritual enemy, sin, Satan, and the world; who are very oppressive and afflicting, and occasion continual mourning to the children of God.