In Acts 2 and Hebrews 1, we discover that many of David's Psalms have prophetic significance. David's prophetic Messianic Psalms uniquely connect with the heart of Jesus and express what he would experience during his trial, beating, crucifixion, time in Hades, and his resurrection.
For instance, Psalm 18 provides a powerful firsthand account of the resurrection of Christ, while Psalm 22 expresses the experience of Christ on the cross. Similarly, Psalm 110 reveals Christ's heart while in the heart of the earth after his death.
While Matthew records the words of Christ on the cross, we can gain even more insights into his experience by looking at the Psalms that Jesus identifies with. Studying these Psalms can help us personalize and appreciate the suffering Christ endured for our sake.