John Gill, on Prov 15:21

Folly is joy to him that is destitute of wisdom,.... Or "that wants a heart" (q), a wise and understanding one; by "folly" is meant sin, for all sin is folly; and that is very pleasing and joyous to a wicked he chooses it and delights in it; instead of being ashamed of it, and sorry for it, he glories in it, and makes his boast of it; and not only takes pleasure in committing it himself, but also in those that do it; see Pro 10:23; but a man of understanding walketh uprightly; he who has his understanding enlightened by the Spirit of God; who has an understanding given him by the Son of God; who has a spiritual and experimental understanding of the Gospel, and the truths of it: he walks according to the rule of the divine word; he walks as he has Christ for an example, and by faith on him; and after the spirit, and not after the flesh: or "directs himself in walking" (r), his goings, as the Vulgate Latin version, according to the above rule, example, and guidance, by the assistance of the spirit and grace of God; otherwise it is not in man that walketh of himself to direct his steps, Jer 10:23. (q) "carenti corde", Montanus; "ei qui deficitur", Schultens. (r) "diriget seipsum ambulando", Montanus; "diriget ambulare, vel ad ambulandum", Vatablus; "diriget viam suam ad ambulandum", Mercerus, Gejerus.