The Lord said to my Lord

And Jesus answered and said, while he taught in the temple, How say the scribes that Christ is the Son of David?   For David himself said by the Holy Ghost, The Lord said to my Lord, Sit thou on my right hand, till I make thine enemies thy footstool.   David therefore himself calleth him Lord; and whence is he then his son? And the common people heard him gladly.  And he said unto them in his doctrine, Beware of the scribes, which love to go in long clothing, and love salutations in the marketplaces,
Mark 12:35-38

What exactly does the Lord said to my Lord mean? David made this prophesy in Psalm 110. The Messiah was often referred to as the Son of David because the Messiah would be the descendant of David (2 Samuel 7)

Jesus proved to the scribes that even though the Messiah was the Son of David, He was not only David's son but He was David's Lord.

The first “Lord” in “the LORD says to my Lord” is the eternal God. The second “Lord” in “the LORD says to my Lord” is the Messiah, or the Christ.

David made this prophesy by the help of the Holy Spirit.

The first “Lord” in “the LORD says to my Lord” is the eternal God. The second “Lord” in “the LORD says to my Lord” is Jesus, the Messiah. The Pharisees agreed that David was speaking of the Messiah but they did not want to accept that David would call Jesus  his Lord and Master- Adonai. Jesus’ reasoning is this: “Son of David” is your title for the Messiah, yet David himself calls Him “Lord.” The Messiah, then, must be much more than just a son—a physical descendant—of David. Jesus is David’s Lord; He is the Christ, the Jewish Messiah

The Pharisees were saying that Christ is the son of David. As David's descendant, Jesus would normally be considered by Jewish tradition to be INFERIOR in rank to David. Even the Pharisees did not understand why David made this prophesy about Jesus. Jesus challenged the Pharisees saying, Do ye not therefore err, because ye know not the scriptures, neither the power of God? Mark 12:24

Although Jesus is both totally human, and descended from David, He nevertheless OUTRANKS David by right of birth. David called Jesus Lord, so how can David’s son be Lord? Does this mean Jesus is greater than David? Yes, Jesus is greater than David even though David came before Jesus in the flesh. David made the proclamation with the help of the Holy Spirit just as Peter declared you are the Christ, the son of the living God by the help of the Holy Spirit.

As "Son of David," Jesus has inherited David's throne (Luke 1:32-33). But as "Son of God," Jesus has also been "highly exalted to receive the name which is above every name" (Philippians 2:9-11).

In accordance with the Scriptures,

Jesus is forever both man and Messiah.

His throne is forever.

His name is above David's name for ever.

He is David's King forever!

THAT is why David calls Him "lord"!