Now the ways of the Lord are, we may say, certain courses taken in a good life, guided by Christ, who says, “I am the way, and the truth and the life.” The way, then, is the surpassing power of God, for Christ is our way, and a good way, too, is he, a way that has opened the kingdom of heaven to believers. Moreover, the ways of the Lord are straight, as it is written: “Make your ways known to me, O Lord.” Chastity is a way, faith is a way, abstinence is a way. There is, indeed, a way of virtue, and there is a way of wickedness; for it is written, “And see if there is any way of wickedness in me.”
As he refers by “way” to people’s actions and exploits (as in that verse, “I have run in the way of your commands,” as if to say, I determined to do and observe your commands), so he calls God’s “way” whatever God deigns to do by creating or arranging. So “teach me your paths” means “make me rejoice in your acting and planning.”
"Let them be confounded who do vain things unrighteously." Let them be confounded who act unrighteously for the acquiring things that pass away. "Make Your ways, O Lord, known to me, and teach me Your paths" [Psalm 25:4]: not those which are broad, and lead the many to destruction; [Matthew 7:13] but Your paths, narrow, and known to few, teach Thou me.
[AD 397] Ambrose of Milan on Psalms 25:4