As we open to Psalm 3 we can note some details that set this Psalm apart as a very special Psalm to learn from:
First, this is the first of the Psalms, called a Psalm, note the superscript says: A Psalm, and no other Psalm before this one says that.
Secondly, this is the first Psalm attributed to David in the Psalter, note it says: A Psalm of David. There are 72 others after this one ascribed to David, but this is the first.
Third, this is the first time we see the term Selah used in a Psalm. After three occurrences in Psalm 3, Selah shows up 68 more times in 38 other Psalms. This term is a pause for emphasis and reflection upon what has just been stated.
And finally, this is the first inspired setting to any Psalm. Note the rest of the title to Psalm 3 that says: “A Psalm of David when he fled from Absalom his son”. Here we find a message from God to each of us on how to deal with fear. David flees for his life, pursed by his own son. What a fearful and sad time in life. What a rich time to learn from the God who is able to help us in time of need.