So often our prayers are for God to deliver us from harm by removing us from the situation in which harm is a possibility. David never asks that of the Lord in this Psalm. Rather what David does is declare his confidence that God is with him in the midst of those times of extreme danger.
Even though I walk through the valley of the shadow of death,[c]
I will fear no evil,
for you are with me;
your rod and your staff,
they comfort me. Psalm 23:4
David assumes that there will be times when he must walk through the valley. He does not pray for God to give him an easier road around the valley. He declares that he is confident in the midst of the valley, knowing the Lord is with him. That is what a Good Shepherd does. He realizes that at times He must take the sheep through, not around, the danger. There is such a confidence that comes in knowing you are not alone. Just knowing that God is by your side is enough to give you the strength to walk through the valley of the shadow of death without fear. You know that the Lord is with you.
This is true on a purely human level. When others are with us we gain strength in the numbers and in the common bond we share. How much more so should it be true that we gain strength from Jesus presence and from the bond we share with Him, being in Christ. The strength that is gained, the confidence that is experienced, the relationship that is built by going through the valley with Jesus are far greater than what we would experience if He always led us around the valley.
Fear not for He is with you. Whatever you are walking through today, do not be afraid. The Lord is with you. Do not be anxious that He has not led you around the valley but rather rejoice that He is in the valley with you.