Your throne, O God, is forever and ever; a scepter of righteousness is the scepter of Your kingdom. You love righteousness and hate wickedness; therefore God, Your God, has anointed You with the oil of gladness more than Your companions.
Psalm 45 is a royal psalm, apparently celebrating a royal wedding.
However, its grand language clearly had messianic overtones, and these verses are quoted in Hebrews 1:8-9 to help prove the deity of Jesus Christ. His throne is indeed forever and ever; and He, God the Son, was anointed by God the Father.
“Anointing set aside a particular person for special service to God. … Those who were anointed for special service foreshadowed the Anointed One, the meaning of Messiah and Christ” (Nelson’s NKJV Study Bible, note on Psalm 45:6-9).
For more about Jesus Christ, see the articles in the section “Who Is Jesus?”