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The most famous of the penitential psalms is traditionally called the "Miserere" and is linked to David's realization of his sin with Bathsheba. The subtitle of psalm 51 is "When Nathan came to David because he went into Bathsheba" and is therefore understood against the background of a prophetic accusation of guilt.
David had an affair with Bathsheba, the beautiful wife of one of his Hittite soldiers. It was an affair that resulted in the woman's getting pregnant. Because he did not want that the woman's pregnancy is traced to him, David called in the husband from war in the hope that this would go into his wife and be tricked into claiming responsibility for the wife's conception. The soldier, out of devotion to David and his men, refused, so David had him killed in battle. The prophet Nathan confronted David with the crime using the parable of the poor man's ewe. David, after realizing who the subject of the parable was, felt remorse. With this story as backgroun then,
Psalm 51 can be understood as the confession of a man who finally realizes the gravity of his sin.