John Gill Commentary Psalms 39:12

"Hear my prayer, O Jehovah, and give ear unto my cry; Hold not thy peace at my tears: For I am a stranger with thee, A sojourner, as all my fathers were." — Psalms 39:12 (ASV)

Hear my prayer, O Lord
Which was, that he would remove the affliction from him that lay so hard and heavy upon him;

and give ear to my cry ;
which shows the distress he was in, and the vehemency with which he put up his petition to the Lord;

hold not your peace at my tears ;
which were shed in great plenty, through the violence of the affliction, and in his fervent prayers to God; see (Hebrews 5:7) ;

for I [am] a stranger with you ;
not to God, to Christ, to the Spirit, to the saints, to himself, and the plague of his own heart, or to the devices of Satan; but in the world, and to the men of it; being unknown to them, and behaving as a stranger among them; all which was known to God, and may be the meaning of the phrase "with you".

or reference may be had to the land of Canaan, in which David dwelt, and which was the Lord's, and in which the Israelites dwelt as strangers and sojourners with him, (Leviticus 25:23) ; as it follows here;

[and] a sojourner, as all my fathers [were] ;
meaning Abraham, Isaac, and Jacob, and their posterity; see (Genesis 23:4) (35:27) (Psalms 105:23) ;

as are all the people of God in this world: this is not their native place; they belong to another and better country; their citizenship is in heaven; their Father's house is there, and there is their inheritance, which they have a right to, and a meetness for: they have no settlement here; nor is their rest and satisfaction in the things of this world: they reckon themselves, while here, as not at home, but in a foreign land;

and this the psalmist mentions, to engage the Lord to regard his prayers, since he has so often expressed a concern for the strangers and sojourners in the land of Israel.