Then said I, Lo, I come (in the volume of the book it is written of Me,) to do thy will, O God. ~ Hebrews 10:7

The volume of the book refers to the entirety of the Old Testament which testifies of Jesus. In the volume of the book it is written of him. At the beginning of this verse he says, “then said I.” This is a response to what has been said in the previous verses concerning God not desiring the sacrifices which were offered by the law.

According to the testimony of the law, God never desired those sacrifices upon which the law covenant was ratified and then renewed every year on the Day of Atonement. The reason the law covenant had to be renewed is because its representatives were imperfect and subject to death. Thus the sacrifices under the law, offered by those Priests, could never take away sin.

On the Day of Atonement, the High Priest had to first offer sacrifices for his own sins and the sins of the priesthood, and only then could he offer a sacrifice for the people. Jesus, however, is our perfect representative. He does not need to offer sacrifices every year as the High Priest under the law. Jesus offered himself once and for all and has put away sin by the sacrifice of himself.  

Jesus is perfected forever for us as our great High Priest, and by his own blood he has put away sin and forever consecrated access to God for us. Since God is so eternally pleased with Jesus there will never again be the necessity for another Priest to offer sacrifices for sins.

But now hath he obtained a more excellent ministry, by how much also he is the mediator of a better covenant, which was established upon better promises. ~ Hebrews 8:6

Those who served as priests under the law, could never please God because the work was never finished. The priests were limited by their own imperfections and did not continue forever because they were subject to death as fallen humanity. Jesus however, pleases God in every respect because he is holy and lives forever in resurrection power.

Now there have been many of those priests, since death prevented them from continuing in office; but because Jesus lives forever, he has a permanent priesthood. Therefore he is able to save completely those who come to God through him, because he always lives to intercede for them. Such a high priest truly meets our need—one who is holy, blameless, pure, set apart from sinners, exalted above the heavens. Unlike the other high priests, he does not need to offer sacrifices day after day, first for his own sins, and then for the sins of the people. He sacrificed for their sins once for all when he offered himself. For the law appoints as high priests men in all their weakness; but the oath, which came after the law, appointed the Son, who has been made perfect forever. ~ Hebrews 7:23-28 NIV

As our holy, harmless, undefiled High Priest, Jesus willingly accomplished the Father’s will in everything he ever said and did, and his death on the cross was the culmination of his coming to do the will of God. When Jesus said from the cross, it is finished, he was speaking of the work that the Father sent him to accomplish. He had completely finished the will of God!

He did the will of God, not against his own will as one forced to serve, but as the expression of his love for the Father. Even when in great anguish in the garden of Gethsemane as he faced the dark hour of the cross, he chose the Father’s will over his own. 

It was his continuous delight to please the Father in everything. Jesus did the will of God from the heart and this is what God had always desired. It was by this will (always doing the Father’s will) that we are sanctified through the offering of the crucified body of Jesus Christ. This is what made Jesus the perfect representative to take away our sins and bring us near to God.

Wherefore when he cometh into the world, he saith, Sacrifice and offering thou wouldest not, but a body hast thou prepared me: In burnt offerings and sacrifices for sin thou hast had no pleasure. Then said I, Lo, I come (in the volume of the book it is written of me,) to do thy will, O God. Above when he said, Sacrifice and offering and burnt offerings and offering for sin thou wouldest not, neither hadst pleasure therein; which are offered by the law; Then said he, Lo, I come to do thy will, O God. He taketh away the first, that he may establish the second. By the which will we are sanctified through the offering of the body of Jesus Christ once for all. ~ Hebrews 10:5-10