1 This psalm has the title, “For David himself, when he was in the desert of Idumæa.” By the name of Idumæa is understood this world. For Idumæa was a certain nation of men going astray, where idols were worshipped. In no good sense is put this Idumæa. If not in a good sense it is put, it must be understood that this life, wherein we suffer so great toils, and wherein to so great necessities we are made subject, by the name of Idumæa is signified. Even here is a desert where there is much thirst, and you are to hear the voice of One now thirsting in the desert.
But if we acknowledge ourselves as thirsting, we shall acknowledge ourselves as drinking also. For he that thirsts in this world, in the world to come shall be satisfied, according to the Lord's saying, “Blessed are they that hunger and thirst after righteousness, for the same shall be satisfied.” Therefore in this world we ought not to love fullness. Here we must thirst, in another place we shall be filled. But now in order that we may not faint in this desert, He sprinkles upon us the dew of His word, and leaves us not utterly to dry up, so that there should not be in our case any seeking of us again, but that we may so thirst as that we may drink. But in order that we may drink, with somewhat of His Grace we are sprinkled: nevertheless we thirst. And what says our soul to God?
Source: The Enarrations, or Expositions, on the Psalms (New Advent)