And I prayed to the Lord my God and made confession and said, O Lord, the great and dreadful God, Who keeps covenant, mercy, and loving-kindness with those who love Him and keep His commandments, (Daniel 9:4 AMP)
Daniel prayed and made confession. He had a conversation with the Lord agreeing that his sins needed forgiveness. He gave them to Him for cleansing. He talked to God thanking Him for His goodness. But God is so universally bright, His voice is like a hurricane, and His holiness so ferociously pure that He's fearful and dreadful even to someone who knows Him well...in fact most often to those who know Him well.
Even so, He loves us. If He makes a promise, and He's made many, He keeps it. Covenants are more weighty than a promise. They usually involve a sacrifice that God provides...like the goat that was caught in the bushes when Abraham and his son, Isaac were on the altar. Isaac was physically on the altar but Abraham's heart was on the altar before God.
Another covenant God made was with all of us. He provided His darling (only) Son, the One He loved and showed us how much He loved us by His life. Then Jesus laid His heart on God's altar, said He loved us by how He died. When He came back to earth from defeating Hell He had made a covenant of grace with us. Grace means we don't obey a lot of rules but we listen to God's voice in His word. He'll speak to our hearts where we should go and what we should say. Grace is forgiveness poured out continuously for those who love Him. We're all weak and are sinners so we pour out grace on each other...at least we should. Maybe it displeases God the most when we don't forgive a sister or brother.
Mercy and lovingkindness are such sweet words to the ear. Mercy heals by spiritually pouring oil and wine on wounds and lovingkindness gives to the poor, treats people gently, and helps the weak.
Daniel said a lot in his prayer. He said more in the coming verses. But He loved His dreadful God because he knew there was mercy in His eyes.