he leadeth me in the paths of righteousness for his name's sake. (line 3)
There are a lot of "good" things in this psalm, but this line is the only one that discusses righteousness, or goodness of the soul.
I will fear no evil: for thou art with me; thy rod and thy staff they comfort me. (line 4)
The speaker admits that the world has evils, but he doesn't describe in detail what they are. The psalm is quite specific about good things like oils and still waters (even if they're still just symbols for other things), but very vague about the bad stuff – something about a valley of the shadow of death...? Also, the shepherd's rod is used to keep the sheep in line. Maybe this is the speaker's way of saying he's glad there's someone to reign in his excesses and to prevent him from doing evils, and not merely from having evils done to him.
Thou preparest a table before me in the presence of mine enemies: (line 5)
Once again, not very specific about the evils. Who are these enemies, and how did he make them? Would you want to have a feast in the presence of all your enemies? Wouldn't that be kind of awkward? The gist of the line is that the speaker doesn't have to worry about suffering harm from his enemies. He can just kick back and eat.
Surely goodness and mercy shall follow me all the days of my life: (line 6)
The word "mercy" is a hint that maybe he doesn't deserve all this goodness that he has received. You ask for "mercy" when you fall short in some way, right? Also, by "goodness" does he mean good things happening to him, or does he mean that he'll continue to be a good person?