Why did God love Jacob and hate Esau?

God explains this in two books of the Bible. The most detailed explanation is found in the book of Obadiah. By the way, I have written a commentary on this book titled "The God that Loves and Hate - Why God loved Jacob and hated Esau" where I provide a lot of biblical details from other books of the Bible.

https://www.amazon.com/God-Who-Loves-Hates-Obadiah/dp/1737700360/ref=sr_1_1?crid=2F0H26CL1F6LD&keywords=the+God+who+loves+and+hates+by+Kevin+Madison&qid=1708198962&sprefix=the+god+who+loves+and+hates+by+kevin+madiso%2Caps%2C384&sr=8-1

If you simply want to know the final reason, it is found in Romans 9.

6 But it is not that the word of God has taken no effect. For they are not all Israel who are of Israel, 7 nor are they all children because they are the seed of Abraham; but, “In Isaac your seed shall be called.” 8 That is, those who are the children of the flesh, these are not the children of God; but the children of the promise are counted as the seed. 9 For this is the word of promise: “At this time I will come and Sarah shall have a son.”
10 And not only this, but when Rebecca also had conceived by one man, even by our father Isaac 11 (for the children NOT YET BEING BORN (before they came out of the womb), NOR having done any good or evil (they could not think or perform any good or evil acts because they were not born yet), that the PURPOSE of God ACCORDING TO ELECTION MIGHT STAND, NOT OF WORKS (human efforts) but of Him who calls), 12 it was said to her, “The older shall serve the younger.” 13 As it is written, “Jacob I have loved, but Esau I have hated.” Romans 9:6-13

God is stating that I am Sovereign and I determine who goes to heaven and who goes to hell.

You may now be saying, "wait, what? That's not fair, God!!!!"

Please listen to God's response to that type of thinking in the next few verses.

14 What shall we say then? Is there unrighteousness with God? (Isn't this unfair, God?) Certainly not!
15 For He (God) says to Moses, “I WILL HAVE MERCY ON WHOMEVER I WILL HAVE MERCY, and I will have compassion on WHOMEVER I WILL HAVE COMPASSION.” 16 So then it is not of him who wills; (your desire to go to heaven is not the determining factor), nor of him who runs (your good religious behavior is not the determining factor to go to heaven), but of God who shows mercy (God's determination to show mercy upon an individual IS THE DETERMINING FACTOR FOR ANYONE WHO WILL BE IN HEAVEN). 17 For the Scripture says to the Pharaoh, “For this very purpose I have raised you up (The only reason I created that particular Pharaoh and allowed him to live is), that I may show My power in you, and that My name may be declared in all the earth.” 18 THEREFORE He (God) has mercy on whom He wills (determine to forgive their sins even though everyone are sinners and deserves to go to hell), and WHOM HE WILLS HE HARDENS (determine to not forgive their sins and allow the sinner who deserves to go to hell, to go to hell)

You may now be saying, "wait a minute, what!!!??? You mean to tell me that I can't say some prayer, go to church, stop sinning and go to heaven?"

No, I didn't say that. "Well, that's what it sounds like you are saying." No, I didn't say that, God did. "Wait, what!?"

Here is God's response to your questioning Him.

19 You will say to me then, “Why does He still find fault? For who has resisted His will?” 20 But indeed, O man, who are you to reply against God? (Who do you think you are?!) Will THE THING FORMED say to Him who formed it (to the Creator), “Why have you made me like this?” 21 Does not the potter have power over the clay (Since I am the only Creator, is it not in My own power, am I not free to make My own determination over MY creation? As the Sovereign LORD God, yes, I AM!), from the same lump (from amongst the same group of sinners who have all sinned, and deserve to go to hell) to make one vessel for honor (to determine to show My mercy of salvation through the shed blood of My Son not their behavior) and another for dishonor (to determine not to show My mercy and allow them to continue in their sins)? Romans 9:14-21

You may now be saying, "I cannot believe God would do that. My god would never do such a thing?" That's because your god is the god of your imagination and not the God of the Bible.

Will you listen to the God of the Bible as He continues to explain this in the next few verses.

22 What if (since) God, WANTING TO SHOW (reveal) HIS (attribute of) WRATH and TO MAKE HIS POWER (sovereign rule) KNOWN, endured with much longsuffering (God should have killed the sinner in the womb instead of allowing the sinner to be born) the VESSELS OF WRATH (angels and people, now listen carefully) PREPARED FOR DESTRUCTION (who prepared them? God did!), (but why would God do that? Keep reading) 23 and that (in order that) He might make known THE RICHES OF HIS GLORY on the VESSELS OF MERCY (sinners He has determined to save from being casted into hell. How do I know that? Keep reading.), WHICH HE HAD (past tense) PREPARED (who prepared them? God did! When did God do that?) BEFOREHAND (prior to creation) for glory, 24 even us whom He called (everyone God has determined to saved through faith in Christ, God will call and they will hear His voice through the gospel and they will believe), not of the Jews only, but also of the Gentiles? Romans 9:22-24

That is what's written. You may not believe it but you cannot change. Thus says the LORD God, the Sovereign King and Lord of all creation:
8 “For My thoughts are not your thoughts,
Nor are your ways My ways,” says the LORD.
9 “For as the heavens are higher than the earth,
So are My ways higher than your ways,
And My thoughts than your thoughts.
10 “For as the rain comes down, and the snow from heaven,
And do not return there,
But water the earth,
And make it bring forth and bud,
That it may give seed to the sower
And bread to the eater,
11 So shall My word be that goes forth from My mouth;
It shall not return to Me void,
But it shall accomplish what I please,
And it shall prosper in the thing for which I sent it. Isaiah 55:8-11