Well according to the dictionary, "delight" is to produce joy or joy, pleasure of the mind. What things give you delight? Think about the things you like most, such as your favorite food, a pool in summer, or the company of that special person for you.
Then delight in the Lord is to rejoice, enjoy, enchant, fascinate for all that is God. It means enjoying the word of God, the study of the Bible, prayer, praise, the time to gather and participate in the service of the church, among other things that have to do with the Lord.
When we delight in the Lord we can be in a meeting of a church with less than ten brothers, without amplification or brothers who play instruments, with a preacher with an unfriendly face, which is little understood ... however, we are still happy to be there because we know that God is also present, and even with a lot of needs, we rest in the Lord's will.