The psalms are rich with wisdom and insight about Jesus.
Bonhoeffer in his book, Psalms: The Prayer Book Of The Bible, arranges some of the psalms into categories. One category is about our Messiah, Jesus. These psalms capture "love to the Messianic king, of his beauty, his richness, his power." They speak of "the song and prayer of the love between Jesus, the king, and his church which belongs to him."
Below are links to these:
Psalm 22; Psalm 69; Psalm 2; Psalm 110; Psalm 21; Psalm 72; Psalm 45