“Hosanna.” The people who were shouting praises to Jesus as he entered Jerusalem were for the most part not the same group as the group that shouted, “Crucify him” only a few days later. See commentary on Luke 23:21.
“Son of David.” A messianic title. At this point, these people assumed and asserted that Jesus was the Messiah and the true king of Israel (John 12:13) and the Messiah, the “Son of David,” (see commentary on Matthew 1:1). They apparently changed their minds very quickly when he was arrested and beaten.
“the Lord.” For more information on “the Lord” see commentary on Matthew 3:3.