In Proverbs you've got four main players: The King, His Son, and the alternative choices for bride: Wisdom and Folly. (See this sermon for instance).
In Psalms you've also got four players and they're introduced in Psalms 1 and 2. (I discuss this more in a sermon on Psalms 1 and 2).
(1) the LORD;
(2) the Christ, the Blessed Man;
(3) The Righteous who take refuge in Him; and
(4) The Wicked who oppose Him.
The subsequent Psalms reveal the interaction of these four groups.
In some, like Psalm 1, the Blessed Man is shown before the LORD and then the righteous and the wicked are contrasted.
In some, like Psalm 2, the righteous complain to the LORD about the wicked and then He reminds them about the Blessed Man, Christ.
In some we have simply the words of Christ.
In others we have the words of the LORD to Christ.
In some we simply have the words of sinners like us taking refuge in Him.
But all of the Psalms are about the inter-relation of these four groups. And they all work together to speak to us of Christ.