Adam Clarke on Psalms 2:8

Ask of me, and I shall give thee - Here a second branch of Christ's office as Savior of the world is referred to; viz., his mediatorial office. Having died as an atoning sacrifice, and risen again from the dead, he was now to make intercession for mankind; and in virtue and on account of what he had done and suffered, he was, at his request, to have the nations for his inheritance, and the uttermost parts of the earth for his possession. He was to become supreme Lord in the mediatorial kingdom; in consequence of which he sent his apostles throughout the habitable globe to preach the Gospel to every man.