Commentary for Psalms 42:3

when will I come and appear before God? to make the pilgrimages on the festivals. Here he prophesied concerning the destruction of the Temple. “Why are you downcast?” is stated here three times, corresponding to the three kingdoms destined to curtail the Temple service, and Israel will cry out and be redeemed: the kingdoms of Babylon, Greece, and Edom.

My soul thirsts The people of Israel say this in the Babylonian exile.