Return, O Lord, deliver my soul - As if he had departed from him, and had left him to die. The word "soul" in this place is used, as it often is, in the sense of "life," for in the next verse he speaks of the grave to which he evidently felt he was rapidly descending.

O save me - Save my life; save me from going down to the grave. Deliver me from these troubles and dangers.

For thy mercies' sake -

(a) As an act of mere mercy, for he felt that he had no claim, and could not urge it as a matter of right and justice; and

(b) in order that God's mercy might be manifest, or because he was a merciful Being, and might, therefore, be appealed to on that ground.

These are proper grounds, now, on which to make an appeal to God for his interposition in our behalf; and, indeed, these are the only grounds on which we can plead with him to save us.

Psalm 6:4 Parallel Commentaries

The Tears of the Penitent.
Adversity had taught David self-restraint, had braced his soul, had driven him to grasp firmly the hand of God. And prosperity had seemed for nearly twenty years but to perfect the lessons. Gratitude had followed deliverance, and the sunshine after the rain had brought out the fragrance of devotion and the blossoms of glad songs. A good man, and still more a man of David's age at the date of his great crime, seldom falls so low, unless there has been previous, perhaps unconscious, relaxation of the …
Alexander Maclaren—The Life of David