And rejoice with trembling.
There is an important reason why He unites joy with trembling. For if one feels pure joy, smugness follows; presumption follows smugness, but damnation follows presumption. For God cannot tolerate presumption. We shall, however, mix these in such a way if we rejoice in God but are disturbed within ourselves. For we are not only foolish but also miserable sinners. There is cause enough, then, for us to tremble and fear. But you must not stop here. For if you see nothing else than that you are a sinner, despair will follow. You must lift up your eyes, then, and behold Christ. Then joy will follow upon fear. Thus truly we shall speak: "I am surely a sinner, but I shall not despair for that reason. For Christ is righteous. Yes, Christ took my sins upon Himself and suffered and rose again in order that I might be clothed in His righteousness. If, therefore, I am without counsel, He has been appointed for me by God to be my Wisdom. I am poor and helpless, He is powerful and rich." This, at last, is the pure worship with which Christ wants us to worship Him.
From Commentary on Psalm 2 (Luther's Works 12:79)