Ps 2:6

2:6 my King. The Lord counters the plotting of the kings by pointing to the establishment of His messianic King, prefigured in the temporal monarchy of Jerusalem.

Zion. Zion is a hill north of the Davidic city of Jerusalem. It is not important because of its size, but because it is the location of the temple. Jerusalem as a whole is sometimes called Zion. Earthly Zion was a token of the heavenly Zion. Much of the symbolism of the temple pointed to heavenly realities.