Come and see the works of God - See the notes at Psalms 46:8, where substantially the same expression occurs. The idea is, “Come and see what God has done and is doing; come and learn from this what he is; and let your hearts in view of all this, be excited to gratitude and praise.” The particular reference here is to what God had done in delivering his people from their former bondage in Egypt Psalms 66:6; but there is, connected with this, the idea that he actually rules among the nations, and that in his providence he has shown his power to govern and sbdue them.
He is terrible in his doing - That is, His acts are suited to inspire awe and veneration. See the notes at Psalms 66:3.