The oracle of the word of the Lord to Israel through Malachi. “I have loved you,” says the Lord. But you say, “How have You loved us?” “Was not Esau Jacob’s brother?” declares the Lord. “Yet I have loved Jacob; but I have hated Esau, and I have made his mountains a desolation and appointed his inheritance for the jackals of the wilderness.” Though Edom says, “We have been beaten down, but we will return and build up the ruins”; thus says the Lord of hosts, “They may build, but I will tear down; and men will call them the wicked territory, and the people toward whom the Lord is indignant forever.” — Malachi 1:1-4

Let's break this down piece by piece.

The oracle of the word of the Lord to Israel through Malachi. “I have loved you,” says the Lord. But you say, “How have You loved us?”

This message of burden is given to Israel. Israel is the people the Lord spoke of in Rebekeh's womb before she birthed them. Jacob is Israel. Israel, who is aware of this, says "How have you loved us?" And what is their basis for questioning God's love for them? It's right here:

“Was not Esau Jacob’s brother?” declares the Lord.

They knew that God hated Esau, and Esau was Jacob's twin brother, so when God tells them, "I have loved you" it's hard for them to believe, but here the Lord confirms and assures them of His love for them.

“Yet I have loved Jacob; but I have hated Esau,

If I said "I love the taste of wood sorrel." Someone may well argue and say, "How do you love the taste of wood sorrel, is not sheep sorrel in the same plant family?" They are concluding based off logical inference that I must not love the taste of wood sorrel, but the only way to make this argument is if they knew I hated sheep sorrel. So what would I say next? I would affirm the fact that I do love the taste, and yes, even though I hate the taste of sheep sorrel. I would respond with, "Yet I love the taste of wood sorrel, but I hate the taste of sheep sorrel."

The Lord continues concerning Esau and His hatred of him. He begins outlining what His hatred of Esau looks like:

and I have made his mountains a desolation and appointed his inheritance for the jackals of the wilderness.”

For starters, He makes his mountains a desolation. What mountains are Esau's? You have to go back again to when the Lord told Rebekah that two nations and two peoples were in her womb. We covered one nation already, Israel, who is Jacob, loved by God. The other nation in her womb is Edom, who is Esau, hated by God. These mountains are the mountains of Edom. Mount Seir being the most notable. All of Edom's mountains will be a desolation, because the Lord will make them desolate, because of His hatred toward Edom. Notice also that the Lord has appointed Esau's inheritance for the jackals. If you study jackals in Scripture, they are always found in a heap of ruins.

He continues, but instead of Esau He uses Edom, because Esau is Edom, the nation in Rebekah's womb:

Though Edom says, “We have been beaten down, but we will return and build up the ruins”;

Their land will be ruins because of God's hand against it. Even then, they will have hope to rebuild. But this hope will also be cut off because God hates them:

thus says the Lord of hosts, “They may build, but I will tear down;

He will tear down, and men will see, and because of this men will call them certain things.

and men will call them the wicked territory, and the people toward whom the Lord is indignant forever.” — Malachi 1:1-4

They will see and call Edom the wicked territory, because this is where the wicked dwell. The people spoken of by the Lord to Rebekah when He told her two peoples were in her womb. The people toward whom the Lord is indignant forever.

God loves Israel, His chosen people, He demonstrated His love for them by sending His beloved Son to pay for their sins and die for them.

She will bear a Son; and you shall call His name Jesus, for He will save His people from their sins.” — Matthew 1:21

To give to His people the knowledge of salvation By the forgiveness of their sins, — Luke 1:77

Two peoples in Rebekah's womb, one people loved, the other people hated.

God's demonstration of love is Christ's death. There is no demonstration of God's love to those He hates. Which means Christ did not die for Esau or any of the sons of Esau. Christ died for the sheep, for His people, the sons of Jacob, whom God loves.

But God demonstrates His own love toward us, in that while we were yet sinners, Christ died for us. — Romans 5:8

We know love by this, that He laid down His life for us; and we ought to lay down our lives for the brethren. — 1 John 3:16

Greater love has no one than this, that one lay down his life for his friends. — John 15:13