David was awed by the graces the Lord had given to him and his family. Yet, "the least born into the kingdom of God is greater" than David (Mt 11:11). David was a king, but he was not an adopted child of God, as each Christian is. It was prophesied that the Messiah would come from David's line. However, David could not even dream that the Messiah would be God, Who would live among us, change our human nature by dying on the cross, rise from the dead, and live within us.
The Lord promised that David's house would last forever (see 2 Sm 7:16, 29), but David had no idea that God would raise from the dead those who believe in Jesus, the son of David (see Jn 11:25-26). Of course, David never had any opportunity to receive the body, blood, soul, and divinity of Jesus, God Himself. It would have been impossible for David even to conceive of such a thing.
David was blessed, but we as Christians are much more than blessed. No one has ever been loved more than we are (see Jn 15:13). Thank, live, and love accordingly.