“Thou lovest righteousness, and hatest wickedness: therefore God, Thy God, hath anointed Thee with the oil of gladness above Thy fellows.”-Psalm 45:7

We know that the anointing received by our Lord Jesus Christ was the resting of the Spirit of God upon Him without measure. We are not left to any guesswork about this, for in Isaiah 61 we are told, “The Spirit of the Lord is upon Me, because the Lord hath anointed Me.” Our Lord appropriated these very words to Himself when He went into the synagogue at Nazareth and opened the book at the place wherein these words are written, and said, “This day is this Scripture fulfilled in your ears.” The Apostle Peter also, in Acts 10:38, speaks of “How God anointed Jesus of Nazareth with the Holy Ghost and with power”: so that we know both on Old and New Testament authority that the anointing which rested upon the Lord Jesus Christ was the unction of the Holy Ghost. Therefore, by the “oil of gladness” which we have before us in the text is intended the Holy Spirit Himself, or one of the gracious results of His sacred presence. The divine Spirit has many attributes, and His benign influences operate in divers ways, bestowing upon us benefits of various kinds, too numerous for us to attempt to catalogue them. Amongst these is His comforting and cheering influence. “The fruit of the Spirit is joy.” In Acts 13:52 we read, “The disciples were filled with joy and with the Holy Ghost.” Wherever He comes as an anointing, whether upon the Lord or upon His people, upon the Christ or the Christians, upon the Anointed or upon those whom He anoints, in every case the ultimate result is joy and peace. On the head of our great High Priest He is joy, and this oil of gladness flows down to the skirts of His garments. To the Comforter, therefore, we ascribe “the oil of gladness.” ~ C.H. Spurgeon

https://www.blueletterbible.org/comm/spurgeon_charles/sermons/1273.cfm