Furthermore, we must learn that the LORD is our shepherd. At least in my own case, the experience of sin and resultant guilt may bring along with it questions about God's love. Does God love me? Can God forgive a person who has done the things I have, a person as broken and sick as I find myself to be? The psalmist uses the indicative mood here: it's not that the LORD could be my shepherd, if only I could stop sinning; it's not that he might be my shepherd, but I'll have to wait and see. No, he is describing an actual state of affairs: the LORD is my shepherd, now and forever. I have no need to doubt it, nor do I need to do anything to try to win his favor. He is my shepherd already! He already cares for me!
Finally, we must learn that the LORD is our shepherd. If he is the shepherd, then we must be the sheep. Some persons have the conviction that they are capable of leading their own lives, of trekking their own paths, of blazing their own trails. They affirm their individual autonomy and their capacity to rule over their future. The image of a shepherd cannot but be unsettling for them. Sheep are animals which need a shepherd -- they can't lead themselves well, and they are vulnerable to attack. When David says that the LORD is his shepherd, he is acknowledging that he needs to be led, and that he cannot do things on his own.
Also important: the LORD is our shepherd and not some other thing. To speak of a shepherd is to assume the necessity of leadership. But it is also at the same time to ascribe that leadership a certain quality, a certain goal. Shepherds are benevolent leaders -- they take care of the sheep, they keep them from falling down the sides of cliffs or walking off in the wrong direction, they fight off bears and wolves and other hostile forces of the environment. It is so important to think of God as our shepherd because of the sin within us, sin which inclines us to ascribe malevolence and evil to God at every turn. I've written on this before. It is a tendency that requires treatment through the transformation of our mind. This transformation can be accomplished when we begin to understand ourselves as God's sheep, and God as our shepherd. The LORD is our shepherd!