King David, even at home in his comfortable palace, spoke of himself as a sojourner — one still traveling towards home. Puritan Thomas Manton explains that God’s children should count the world as a strange place, and Heaven to be their home.

David… had so ample a possession (he was king over an opulent and flourishing kingdom), yet Psalm 119:12 says, I am a stranger with thee, and a sojourner…. Not only he that was a wandering partridge, and flitted up and down, but David that was settled in a throne, he that was so powerful and victorious a prince … he doth acknowledge, Lord, I am a stranger. Jesus Christ, who was Lord paramount, he tells us I am not of this world (Jn 17:14)… He that was Lord of all, had neither house nor home; he passed through the world to sanctify it for a place of service; but his heart and constant residence was not here, to fix it as a place of rest. And so all that are Christ’s, have the Spirit of Christ, and say, as David in the text, I am a stranger in the earth. We do not dwell upon earth, but only pass through it.