Why does it mention the honor of Hashem?
Rashi: Below it says that those who abandon You will be shamed.
Why does it say "Kisei Kevod"?
Radak citing Rav Sadya Gaon: This is connected to the end of the previous verse. It is as if it says that he will be Naval, i.e. cast off from Kisei ha'Kavod.
Radak citing Targum Yonasan: Punishments are exacted from in front of the Shechinah on the throne
What is "Marom me'Rishon"?
Radak: He is elevated, and [existed] before the world was created.
Radak (Tehilim 132:2, based on Bereishis Rabah 69:7): Yakov saw a ladder in the Mikdash, and its Shipu'a reached Beis Kel. I.e. that is where Yakov saw it. It is called Sha'ar ha'Shamayim because it is opposite Kisei ha'Kavod - "Kisei Kevod Marom me'Rishon Mekom Mikdashenu."
Malbim: He is above the first Alul (the level of the angels closest to Him). Nothing is above Him. He is the first of all that is Ne'etzal (like a copy of an emanation from Hashem) and created. It is not proper to call Him first, for He has no relation to created beings at all. It says Marom me'Rishon - elevated level and importance.
