"Delight" here in Psalm 37:4 is the Hebrew word "oneg", which means "to treat as a delicacy." There are very few places in the Scriptures were the word "oneg" is used. Yet, because it is a rarity, it will help us solve a mystery. There is one place, and only one, where it tells us exactly how to delight in the LORD, even using the word "oneg".
This word used in the combination and context as it is here has the connotation of worship, which brings us to our second idea of how to desire God. We should WANT Him more that we want anything else on the planet. In the words of the Psalmist, "As the deer pants for streams of water, so my soul pants for you, O God. My soul thirsts for God, for the living God. When can I go and meet with God?"
A second way He tells us we should desire Him is through WORSHIP. What does that mean?
Our word "worship" comes from to old English words "worth - ship" and literally means "giving worth" to God. What gives worth to God? Your devotion and desire! So, if you want to keep your desire above temptation make God the object of your chief desire. Honor Him with your emotion and your will.
Worship is so much more than what you often think. When you think about worship you may think about several songs an offering and a sermon. If worship is only a one hour per week deal with you, you will not give God the worth He desires - and deserves. Worship is a 24/7 and a 365 proposition. Worship is absolute devotion to God. As the Apostle Paul, one of the most devoted Christ-followers of all time, wrote: "Therefore, I urge you, brothers, in view of God's mercy, to offer your bodies as living sacrifices, holy and pleasing to God—this is your spiritual act of worship."
If you want to strengthen yourself against temptation aim your desire - your wants and your will - at God. In other words, worship Him. Not just for an hour on Sunday, but live a life-style of worship. Live in His Word daily, that's worship. Walk in His ways daily, that's worship. Love your spouse and your children, that's worship. Give eight hours work for eight hours wages, that's worship. Whatever you do you do it as unto the Lord - that's worship. That is what He desires and therefore, what you must desire.
This is what the Psalmist meant when he said, "Delight yourself in the Lord". Will you take delight in Him today? Will you aim your want and your will at Him? How will you do that today?