The "holy mountain" is Mount Zion, in Jerusalem, the city that David named as Israel's capital. The Temple was built there as the place for the people to meet God in worship and prayer.
Psalms 43:3-4
The psalm writer asked God to send his light and truth to guide him to the holy mountain, the Temple, where he would meet God. God's truth (see 1Jn 2:27) provides the right path to follow, and God's light (see 1Jn 1:5) provides the clear vision to follow it. If you feel surrounded by darkness and uncertainty, follow God's light and truth. He will guide you.