The common thread is that God's creation/law teaches us of Him and His glory, we don't have to have His written word to know of Him; although the written Word expands upon what we see when we study creation.
David realizes the value of the Scripture exceeds anything known to man, including the purest gold, and is therefore to be sought ernestly. In verse 14 David asks for the Holy Spirit to guide every aspect of his life, that he may please God. This is my daily prayer as well, and when I ask for that guidance He never fails.
Yes, there have been many times when I, too, have been explicitly aware of the glory of God, as He reveals Himself to me through His creation; I have also known the delight (amazing!!) that He feels in me (although not nearly as often as I am in awe of Him).