Charles H. Spurgeon on Psalms 119:31

I have stuck unto thy testimonies, or I have cleaved, for the word is the same as in Psalms 119:25. Though cleaving to the dust of sorrow and of death, yet he kept fast hold of the divine word. This was his comfort, and his faith stuck to it, his love and his obedience held on to it, his heart and his mind abode in meditation upon it. His choice was so heartily and deliberately made that he stuck to it for life, and could not be removed from it by the reproaches of those who despised the way of the Lord. What could he have gained by quitting the sacred testimony? Say rather, what would he not have lost if he had ceased to cleave to the divine word? It is pleasant to look back upon past perseverance and to expect grace to continue equally steadfast in the future. He who has enabled us to stick to him will surely stick to us.

O LORD, put me not to shame. This would happen if God's promises were unfulfilled, and if the heart of God's servant were suffered to fail. This we have no reason to fear, since the Lord is faithful to his word. But it might also happen though the believer's acting in an inconsistent manner, as David had himself once done, when he fell into the way of lying, and pretended to be a madman. If we are not true to our profession we may be left to reap the fruit of our folly, and that will be the bitter thing called "shame." It is evident from this that a believer ought never to be ashamed, but act the part of a grave man who has done nothing to be ashamed of in believing his God, and does not mean to adopt a craven tone in the presence of the Lord's enemies. If we beseech the Lord not to put us to shame, surely we ought not ourselves to be ashamed without cause.

The prayer of this verse is found in the parallel verse of the next section (Psalms 119:39): "Turn away my reproach which I fear." It is evidently a petition which was often on the Psalmist's heart. A brave heart is more wounded by shame than by any weapon which a soldier's hand can wield.