I will have mercy and not sacrifice
The prophet Hosea was given a difficult assignment from the Lord. God told him to marry a prostitute (Hos 1-3). God knew she would not be faithful to him, and she wasn't. After she left him for many other lovers and was headed to slavery, God told him to go purchase her and take her back. Not many people would be willing to do this in obedience to God, and not many people would be willing to forgive like Hosea did. Why did God make him go through this? Hosea was living out an example of how Israel was sinning against God, and yet He was still willing to forgive them (Hos 4-5). The Bible describes idolatry and being spiritually unfaithful to God as adultery and sexual immorality. Hosea's marriage was a living sermon to Israel and a call to repentance.
Although God was willing to forgive and restore Israel, they would still have to suffer some consequences for their sins. When David committed adultery and then had her husband sent to his death to cover it up, God forgave him when he repented, but he still had to suffer consequences (2Sam 11-12). Israel's repentance is described in Hosea chapter 6. Verse 6 says, "For I desired mercy, and not sacrifice; and the knowledge of God more than burnt offerings."
Sometimes the world propagates its value system not by removing Biblical concepts but by redefining words. Love, righteousness, and justice are examples of this. Sometimes they even claim to be representing Biblical values by using Biblical words but with twisted meanings. Biblical mercy is often misunderstood and incorrectly defined. There are several words translated mercy the Bible. They mean similar things like favor, grace, compassion, and pity. It has been said that grace is the unmerited favor of God. It is God giving us something good that we don't deserve. It has also been said that mercy is God not giving us the bad we do deserve - punishment for our sins. Some people misunderstand the mercy of God and think it is limitless. It is truly great, but not unlimited. We must understand that there is also judgment with God. There are times when God does not show mercy (Is 9:17, Is 27:11, Jer 13:14, Jer 21:7, Hos 2:4). This is not popular today with the propagation of feel good, prosperity, easy believe, once saved always saved doctrines; but it is Biblical and we need to be aware of it and fear God. Our stubborn refusal to repent can cut us off from mercy (Jon 2:8). We need to repent while mercy can be obtained (Prov 28:13). There is a hell and a lake of fire for those who do not.
However, we must avoid the other extreme of thinking God is merciless like some atheists such as Richard Dawkins accuse Him of being. His mercies are new every morning (Lam 3:22-23). That verse was written in a book describing how bad God's judgment can be. If you're conscience bothers you when you sin, then that in itself is a sign of God's mercy. It means God has not turned you over completely to your own devices and still calls you to repentance so He can have mercy and forgive.
Now let us look at the statement in Hosea 6:6. "For I desired mercy, and not sacrifice; and the knowledge of God more than burnt offerings." David said very similar things (Ps 40:6-9, Ps 51:16-19). Hebrews 10:4-9 quotes Psalm 40. Jesus quoted Hosea 6:6 twice in the book of Matthew (Mt 9:13, Mt 12:7). What does this mean? Psalm 40 and Hebrews 10 say that Jesus provided the sacrifice for our sins that we could not, so we do not need to try to pay for our own sins through our own efforts. The context of Hosea 6:6 is that although God is judging Israel, He desires to have mercy. Their sins made their religious activity meaningless to God (Is 1:10-18, Jer 6:19-20, Jer 7:21-23, Hos 4:15-19, Hos 8:12-14, Amos 4:4-5). God wants repentance, faith, and obedience to His commandments more than any other religious activity (Mk 12:28-34). Even our prayers can become meaningless when our lifestyle shows God we have no real intention of keeping His commandments (1Sam 8:18, Ps 66:18, Is 1:15, Is 59:2, Jer 14:12, Eze 8:18, Mic 3:4, Zech 7:13). When we have a clear conscience through repentance and keeping God's commandments, we can have confidence in prayer that He hears us (1Jn 5:14-15).
When the Pharisees saw Jesus eating with publicans and sinners, they found fault with Him. This shows that they not only ignored their own sinfulness in their religious hypocrisy, it shows that they did not understand the mission of Jesus. The Lord quoted Hosea 6:6 to them. When the Lord and His disciples were passing through a corn field one day, the disciples took some of the corn to eat (Mt 12:1-7). This was not stealing as long as they only took something to eat. It was in the law of Moses (Deut 23:25). The problem the Pharisees had was that it was the Sabbath. They thought it was working on the Sabbath to pick the corn. Therefore, Jesus did not respond to them with Deuteronomy, but with what David did (1Sam 21:1-6). David was fleeing for his life from Saul. He went to where the tabernacle was and asked the priest if there was anything to eat. All he had was the special bread which the priests ate. However, it was the old bread that had been replaced with fresh bread, so the priest gave it to him. Jesus also pointed out that the priests do work every Sabbath in the temple and are not violators.
The Jews in the Old Testament continuously fell into idolatry. Hosea prophesied that God would remove idolatry from them (Hos 2:17). Ezekiel said over 60 times that when Israel returned from exile they would know the Lord. We never see Jesus rebuking Israel for idolatry. They were free from idolatry, but they went to the other extreme and became so religiously fervent that they lost their balance and failed to see the intent of the law. Their religious zeal to justify themselves was so intense that when Jesus pointed out their hypocrisy they killed Him instead of repenting. We must take heed that our religious practices are in accordance with the word of God, and that we don't get so caught up in them that we miss the whole point - to love God and each other (Lev 19:17-18, Deut 6:4-9, Mt22:35-40, Mk 12:28-34, Lk 10:25-29).