David expressed amazement that the nations would try to overthrow the Lord and the king He had placed on Israel's throne to serve as His vice-regent. If Israel's kings submitted to the throne in heaven, they enjoyed God's blessing and power. To the extent that they proved faithful to God they carried out the will and plan of God on earth.
2:1 David set forth his amazement in the form of a rhetorical question. He could not believe that the nations would try to do something that was sure to fail. It was senseless to reject God's rule and ruler.
2:2 When they opposed God's vice-regent they set themselves against the Lord Himself (cf. Acts 4:25-26). The term "Anointed"is really "Messiah"(Heb. masiah), which in Greek translates to "Christ"(christos). Every king anointed by a prophet was a messiah. Though we usually think of Jesus as the Messiah He was the most faithful of many messiahs in Israel's history. Since this psalm deals with Israel's king it is a royal psalm as are psalms 18, 20, 21, 45, 72, 89, 101, 110, 132, and 144.
2:3 The nations did not want to continue to submit to the rule of God's vice-regent who was probably David himself. They wanted to be free of the restraints that bound their freedom, the taxes and limitations on them that David had imposed.