“I was glad when they said to me, “Let us go into the house of the Lord.” Our feet have been standing Within your gates, O Jerusalem! Jerusalem is built As a city that is compact together, Where the tribes go up, The tribes of the Lord, To the Testimony of Israel, To give thanks to the name of the Lord. For thrones are set there for judgment, The thrones of the house of David.”
Psalms 122:1-5 NKJV
This Psalm was written by David. I find it interesting that he refers to going to the house of the Lord, though one had not been built yet (that would be for his son to do.)
Of course he may be referring to the tabernacle, but I think he was referring to Heaven. At this point, he knows that Christ will come through his lineage, and he references the thrones of the house of David.
If I interpret this correctly, David is saying he is glad that the Lord is calling him home.