John Gill Commentary Psalms 42:9

"I will say unto God my rock, Why hast thou forgotten me? Why go I mourning because of the oppression of the enemy?" — Psalms 42:9 (ASV)

I will say unto God my rock
A name frequently given to the eternal God, Father, Son, and Spirit, (Deuteronomy 32:4Deuteronomy 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.