Five times in the Bible someone asks God directly: give me understanding; each time it’s the same person, all in the same chapter, Psalm 119, a singularity in itself on multiple levels.
Give me understanding, and I shall keep thy law; yea, I shall observe it with my whole heart. (34) The psalmist is committed to obeying God fully and passionately, without reservation or reluctance, in every possible way. Obedience is the foundation of faith in prayer (1Jn 3:22); there’s no hope for an audience in God apart from obedience. (Ps 66:18)
Thy hands have made me and fashioned me: give me understanding, that I may learn thy commandments. (73) The psalmist, admitting God is his personal Creator and Designer, worthy of all worship and obedience, asks for understanding so he may learn God’s laws. Though He has God’s commands plainly written out, he doesn’t presume to understand fully and completely the nuances and proper applications of God’s commands, and asks for this enlightenment that he may please and honor God in rightly obeying them.
I am thy servant; give me understanding, that I may know thy testimonies. (125) The psalmist, testifying that he is God’s servant, committed to obeying Him in every respect, asks for understanding that he might fully know and fathom God testimonies, God’s witness of reality as revealed in His laws.
The righteousness of thy testimonies is everlasting: give me understanding, and I shall live. (144) The Psalmist admits that the rightness and holiness of God’s testimonies is eternal, and asks for help to understand them so his life might be complete, as if there’s no life worth living apart from knowing and keeping the commandments of God. (77)
Let my cry come near before thee, O Lord: give me understanding according to thy word. (169) The Psalmist finally cries out to God for understanding, appealing to His promise to give to those who seek Him out earnestly, an open door to those who knock with a committed heart. (Mt 7:7-8)
Seeking understanding without an intent to obey is pointless (155); those who don’t choose the fear of God will never find true wisdom and understanding, regardless how hard they try. (Pr 1:28-29) To rightly know anything we must start here, reverencing God and seeking to obey Him. (Pr 1:7) If anyone will do as God wills, they’ll understand (Jn 7:17); the rest deceive themselves (Ja 1:22), ever learning, yet never able to come to the knowledge of the truth. (2Ti 3:7)