Have you ever finished a book just to be left dangling at its conclusion? Did you notice how the book of Acts didn't have much an end to speak of? What happened to Paul? Wasn't he in mortal danger? Why didn't Luke, the author, give us some closure here? As I have wrestled with this, I have come to the conclusion that Luke leaves the story unfinished because the story is still being told and we all long to be part of this incredible story.
That's what the book of Psalms is all about - longing. In Psalm 2, we see the first of many Messianic Psalms - whispers of the coming Messiah. Verses 2:7-8 say "You are my son, today I have become your father. Ask of me and I will make nations of your inheritance."
Paul actually quoted this in Acts 13! After 1000 years of longing, Paul declares this whisper in a bold voice - the Messiah has come!