Maybe your problems, trials, or wilderness place is not due to deliberate sin, but rather because of immaturity or wrong decisions based on the flesh. Sometimes even though I have prayed for guidance and wisdom, I still have done something that resulted in a heap of trouble. What should we do at such times?
Psalm 25 teaches us to seek God in the hard times, no matter for what reason we are in those hard times. It seems that James 1:5-6 is a New Testament summary of Psalm 25.
James 1:5-6 ESV If any of you lacks wisdom, let him ask God, who gives generously to all without reproach, and it will be given him. (6) But let him ask in faith, with no doubting, for the one who doubts is like a wave of the sea that is driven and tossed by the wind.
The context of James’ counsel is that we all need God's wisdom in the midst of various trials. James tells us by faith to seek God and His wisdom in our trials. This is the same thing that David tells us to do in Psalm 25.
GOD'S GLORY and OUR GOOD: No matter how difficult your trials or what their cause, seek the Lord for His wisdom and trust Him to work things out for His glory and for your good.
David cries out to the Lord to teach him God's ways. We could say that this Psalm is a school-book lesson on how to live by faith so as to please the Father and be blessed by Him.
Psalms 25:4-5 ESV Make me to know your ways, O LORD; teach me your paths. (5) Lead me in your truth and teach me, for you are the God of my salvation; for you I wait all the day long.
Psalms 25:8-9 ESV Good and upright is the LORD; therefore he instructs sinners in the way. (9) He leads the humble in what is right, and teaches the humble his way.