John Gill Commentary Psalms 99:7

"He spake unto them in the pillar of cloud: They kept his testimonies, And the statute that he gave them." — Psalms 99:7 (ASV)

He spoke to them in the cloudy pillar
In the pillar of the clouds of glory, as the Targum; in which the Lord went before the children of Israel in the wilderness, to lead them, and protect them from heat in the day, (Exodus 13:21Exodus 13:22) , that is, he spoke in this to Moses and Aaron; for it ceased when they came to the land of Canaan; instances of which see in (Exodus 19:9) (Numbers 12:5) , some have thought that the Lord might speak to Samuel also out of a cloud, when he called upon him, and it thundered, since clouds and thunder go together, (1 Samuel 12:18) , the cloudy pillar was a type of Christ; and it is by him the Lord has spoken all his mind and will, when he was clothed with a cloud, or became obscure in the form of a servant; and it is through him, the Mediator, that men have access to God, and answers of prayer from him:

they kept his testimonies ;
the law, and the precepts of it, which were testifications of the mind and will of God; these Moses, Aaron, and Samuel, kept, though not perfectly, yet sincerely, from a principle of love, and with a view to the glory of God:

and the ordinance that he gave them ;
the ordinance of the passover, with the several rituals of the ceremonial law, which was an ordinance of God until the Messiah came; and we, under the Gospel dispensation, ought to keep the ordinances of Christ in faith and love, as they have been delivered to us; and such only can expect to be heard and answered by the Lord; and this is the reason of the mention of these things; see (Psalms 66:18) (Proverbs 28:9) .