From The Transforming Power of the Gospel by Jerry Bridges:
Jesus came to do the will of the Father. He actively sought that will, and He delighted in doing it. If we are to be conformed more and more to the image of Christ, the will of God must become the primary object of our lives.
This means we should be seeking to know and understand the moral will of God as it is given to us in His Word. That is why Paul prayed that the Colossians, and by extension every succeeding generation of believers, “may be filled with the knowledge of his will in all spiritual wisdom and understanding” (Colossians 1:9). We should pray for this for ourselves and for those for whom we have a spiritual responsibility (such as parents for their children). Additionally, as Psalm 1:2 says, we should delight in the law of the Lord, where the word law stands for the moral will of God. To delight in the law of God means more than just to delight to think about it. It obviously includes that, but it also includes delight in doing it, just as Jesus did.