Adam Clarke on Psalms 25:4

Show me thy ways - The psalmist wishes to know God's way, to be taught his path, and to be led into his truth. He cannot discern this way unless God show it; he cannot learn the path unless God teach it; and he cannot walk in God's truth unless God lead him: and even then, unless God continue to teach, he shall never fully learn the lessons of his salvation; therefore he adds, "Lead me in thy truth, and teach me;" Psa 25:5.

That he may get this showing, teaching, and leading, he comes to God, as the "God of his salvation;" and that he may not lose his labor, he "waits on him all the day." Many lose the benefit of their earnest prayers, because they do not persevere in them. They pray for a time; get remiss or discouraged; restrain prayer; and thus lose all that was already wrought for and in them.