In the opening verse David sets forth the truth of the omniscience of God, that God is all knowing. Next, he considers the possibility of fleeing from God. And then David exhausts every possibility. But God is in all those places. Surely the darkness shall cover me.
Men still think that today.
Most crimes are committed under the cover of darkness. We said the omnipresence of God is a truth which produces fear. But let that not be a fear that causes us to flee in panic and dread, but let that be a fear that humbles us so that we seek the presence of God in the proper way. He's ashamed of it, so he does not want anyone to see him or find him out. He thinks he is alone.