In Jesus Christ, we have all God's treasures, and we need no other. If we truly delight in the Lord, then the chief desire of our heart will be to know Him better so we can delight in Him even more, and the Lord will satisfy that desire! This is not a promise for people who want "things," but for those who want more of God in their lives. (from The Bible Exposition Commentary: Old Testament © 2001-2004 by Warren W. Wiersbe. All rights reserved.)
How do you delight in the Lord? Do you specifically set aside a time for Him and ponder on His majesty? Do you take walks and delight in all He has made? Or do you sing songs of worship? Why wouldn't you love the Lord of the Universe when He gives you instructions like these!? To me, Psalm 37:4 is such an awesome scripture. In turn for worshiping and delighting ourselves in the Lord, we get our hearts desires in return. We get blessed as a result making God our true delight.
Delight yourself also in the Lord, And He shall give you the desires of your heart.