Many of the psalms cry out to God for rescue and deliverance from one's enemies. Psalm 141 appeals to Him to provide a different kind of protection.
"Save me from myself!" is a request that sounds at once both ludicrous and sensible. On the one hand, why would we ever need God's help to keep ourselves from doing wrong? Don't we already have that within our own power? And, yet, anyone who has tried to live a holy life quickly discovers that one of the biggest obstacles they face in that endeavor is indeed themselves!
David, credited with this psalm, asks the Lord to provide a guard over his mouth (vs. 3). He recognizes that he needs God to keep watch over the doors of his lips. In addition to the more typical acts of deliverance that God is often asked to provide (such as "keep me from the trap that they have laid for me, and from the snares of evildoers" in verse 9), David also is praying for the Lord to help him not jeopardize himself.
"Do not turn my heart to any evil, to busy myself with wicked deeds" (vs. 4). That sounds like something David could be expected to do for himself, to abstain from evil. Yet he is seeking God's protection from his own tendencies and temptations. "Do not let me eat of their delicacies" (vs. 4) is another attempt to have the Lord intervene in David's life so that he doesn't unwittingly do himself harm by succumbing to the delights of the Enemy.
In fact, David is so eager to stay in the right that he looks for the reproof and instruction of the righteous to guide him. "Let the righteous strike me; let the faithful correct me" (vs. 5). Have you ever prayed for something like that? And while you would think that he would be able to keep the wicked from anointing him, David instead appeals to God to prevent this. "Never let the oil of the wicked anoint my head" (vs. 5). That is how seriously David takes his intention to remain pure.
God is able to protect us from all sorts of evil, even the kind which can emanate from within our own heart. David was wise to seek the Lord's deliverance - from himself!