In the third stanza of Psalm 2, the psalmist speaks of Messiah using a first person quotation: “I will tell of the decree: The Lord said to me, ‘You are my Son; today I have begotten you'” (Psalm 2:9). We rightly think, here, of John 3:16: “. . . that he gave his only begotten Son.” And I count nine other instances in the NT in which Jesus as the begotten Son of God is mentioned. All these confirm the testimony of the psalmist.
For an explicit reference to Psalm 2, you can’t do better than Paul and Barnabas who “came to Antioch in Pisidia. And on the Sabbath day they went into the synagogue and sat down. After the reading from the Law and the Prophets, the rulers of the synagogue sent a message to them, saying, ‘Brothers, if you have any word of encouragement for the people, say it’” (Acts 13:14,15). Oh, they “said it,” alright! “And we bring you the good news that what God promised to the fathers, this he has fulfilled to us their children by raising Jesus, as also it is written in the second Psalm, ‘You are my Son, today I have begotten you’” (Acts 13:32,33). What news! What wonderful news!
Of the Father’s love begotten
ere the worlds began to be,
he is Alpha and Omega,
he the source, the ending he,
of the things that are, that have been,
and that future years shall see
evermore and evermore. -- Aurelius Clemens Prudentius (4th century)