What does Psalm 5:2 mean?

In this verse David asks the Lord to give attention to the sound of his cry. He is desperate for an answer, and he correctly perceives the Lord as his King and his God.

David was an earthly king, King of Israel, although at the time of his prayer in the wilderness, his reign was interrupted by Absalom's rebellion (2 Samuel 15:13–14). By contrast, the Lord is the eternal King, whose reign is invincible. No one and nothing can interrupt His reign. When King Uzziah died, the prophet Isaiah entered the temple, where he saw the King who never dies. He saw the Lord "sitting upon a throne, high and lifted up" (Isaiah 6:1).

David addressed his prayer directly to God. God is the creator and sustainer of everything (Genesis 1:1; John 1:1–3). He also grants life and ends it when He deems it is appropriate to do so. David believed his life was in God's hands.