Taken literally, the word delight means to give great pleasure, satisfaction, or enjoyment to; please highly
After thinking, meditating, and praying over this verse, I have finally grasped the concept of this verse and how God wants me to delight myself in Him.
Does this verse mean that God's going to give me everything I want? No, not exactly. Does God want what's best for me? Yes. So he's going to give me the biggest house, best job, most perfect life? No, He's not. MY idea of what's best for me and GOD'S idea of what's best for me can be totally different. Do we really know what's best for us? I don't think so. As humans in our sinful nature, we can be so focused on worldly things. We are constantly thinking about how we can make our lives better. How can I make more money? How can I get promoted? How can I make people like me more? God tells us not to be focused on these things, but to focus on heavenly things.
So if we focus on heavenly things, God will begin to reveal to us what He has for our lives, what His desires are. We cannot become caught up in the things of this world. When we focus on God, His desires become our desires.
Delight yourself in the Lord. Find joy in becoming closer to Him. Treasure the time you have in His Word. When this happens, we can trust that He will begin to mold our desires to be like His and He will reveal the plan for our lives.