How is Hashem his lamp?
Rashi (Tehilim 18:29): This was when David fought at night against the troop of Amalek that came against Tziklag - "va'Yakem David meha'Neshef v'Ad ha'Erev l'Macharasam" (Shmuel I, 30:17). Radak (Tehilim 18:30) - Hashem sent lightning to illuminate for David.
Radak: The affliction is darkness, and the salvation is light. Therefore, it says Yagi'ah Chashki.
Malbim (Tehilim 18:29): Man, based on his physical nature, is not prepared to bask in Divine light and know [deep] truths. His intellect is prepared for the light. The light of the intellect is compared to a lamp that illuminates the darkness of his Nefesh - "Ner Hashem Nishmas Adam" (Mishlei 20:27). This lamp does not illuminate by itself, only via Hashem's light. Intellect alone would not attain the true light via investigation.
He already said that Hashem is his lamp. What does "Yagi'ah Chashki" add?
Malbim (Tehilim 18:29): Darkness and thick cloud (physical powers) surround the light of one's intellect. It cannot receive Hashem's light, until Hashem illuminates the darkness. The lamp is a parable for making known true Emunah and Nevu'ah to influence on man's intellect. Illumination of the darkness is a parable for Hashem's Mitzvos, which remove the clouds of physicality via Kedushah and clarity.
