This is a superscription that tells about the psalm. Some scholars say that this is part of the scripture and some say that it is not. (See "What are Superscriptions in Psalms" in [Introduction to Psalms](../front/intro.md).)
Going to Yahweh for protection is spoken of as taking refuge in him. Alternate translation: "go to you for protection!" (See: [[rc://en/ta/man/jit/figs-metaphor]])