It’s clear that Dante personally identifies with David. The first words the pilgrim speaks in the poem, in the first canto of Inferno, are “Have mercy on me,” upon seeing the shade of Virgil ...

the way you find the Holy Grail is hidden in the directions given by the poem: "From two magical peaks, that gaze into the heavens, like a thirsty pilgrim I set out on the path. Across a valley ...