The Israelites' demand that Samuel make them a king (1 Samuel 8) was in and of itself not an evil request. Israel being ruled by a monarch had been anticipated in the covenant God made with Abraham, reiterated in the blessing of Jacob, and detailed in the Law of Moses. What made the demand offensive was the motivation and manner of the demand. They wanted to be "like all the nations" around them and they wanted it now.
But Israel was not like other nations. They were a chosen people who had as their sovereign the God who made heaven and earth. He was the one who had brought them out from the slavery of Egypt and into the land that he had promised to their forefather, Abraham. Throughout, Yahweh had exercised his rule over them by the people he had raised up and when it came time for the monarchy they were to await his selection. Their faithless and untimely demand for a king, however, showed once again how prone they were to being like the other nations around them (1 Samuel 8:8).
A warning is here. As Christians we confess Jesus as Lord (Romans 10:9). Biblically, such a confession brings with it the expectation of otherness, as was upon the Israelites, as well as the need to be ruled by Christ, in all of his kingly sovereignty. As it did for the Israelites, this will demand faith and courage. The pressure to be like "the other nations" is great, particularly when our separateness brings with it strife. The solution, however, is not to slip into a posture that renders us indistinguishable from those around us. On the contrary, we are to hold fast to our confession without wavering (Hebrews 10:23), trusting that our Lord is able to protect us and cause us to prosper.