Read Psalm 126

Songs of deliverance are common in the Bible. 

vIn Exodus 15 The Song of Moses and Miriam rejoiced in the deliverance from Egypt and it's multiplied troubles. 

vIn Judges 5 The Song of Deborah remembered deliverance from the Canaanites, the result of Israel's backsliding. 

vIn 2 Sam. 22 The Song of David recounted deliverance from David's enemies. 

vIn Rev. 15:3-4 The Song of Moses and the Lamb praises God for deliverance of the martyrs from the future antichrist.

In our Psalm the pilgrim begins by recalling a song (vs.1-3), the theme of which is: the Lord has done great things.  It is a joyful tune sung before the nations.  Forty years after Israel's deliverance from Egypt the people of Jericho knew about it and feared (Josh. 2:8-11).  Many years later the Philistines knew of God's deliverance of Israel from Egypt and feared (1 Sam. 4:5-8).

What path must the pilgrim take for deliverance from captivity?

A. It is a path of faith, v4.

In his captivity, his oppressive situation, the pilgrim cries out to the Lord.  He has not forgotten Who promised to be his help along the way (Ps. 121).  He realizes that the freedom he longs for will not be the result of his own effort; he has by now grown weary of this solution.  His deliverance will necessitate a work by God Who is greater than the captors. 

B. It is a path of perseverance, v5-6.

Captivities are not quickly turned around; that's the nature of things.  We may live with a particular difficulty or temptation for years.  During that time our willingness to stay on the path of faith is tested.  So with the pilgrim!  But he trusts his Helper, and is getting to know Him better.  He is learning that his God is a God of grace Who will perfect, establish, strengthen and settle the pilgrim after he suffers (1 Pt. 5:10); a God Whose grace will be sufficient in weakness (2 Cor. 12:9); a God Who gives more grace to the humble as the difficulties increase (Jas. 4:6).  Perseverance means the pilgrim goes about his life, even with tears, with the conviction that those who sow in tears shall reap in joy (v5). 

Do you see why the pilgrim begins by recalling the past deliverance from captivity?  It encourages his faith to know that God has done this in the past.  He can believe that the Lord Who has done great things for them (v2) will do great things for us (v3).