What is the significance of "ha'Adom ha'Adom ha'Zeh"?
Rashbam: It is the way of someone who wants something badly to repeat himself, and as we learned in the previous Pasuk, Esav was tired and hungry.
Ramban: The dish that Ya'akov cooked was very red, either because it comprised red lentils or because he added other red ingredients. In any event, Esav (perhaps on account of his exhausted state) did not recognize it and referred to it as 'this very red stuff'.
Hadar Zekenim: The second ha'Adom refers to himself - give this red stuff to me; I was born Admoni. He said ha'Zeh, for Yakov said that he prepared this for Yitzchak; he will make more for Esav. Esav did not want to wait, and agreed to sell his Bechorah for this that he has now.
Why did Esav use the term "Hal'iteini"? In fact, why did he not simply ask for a plate of broth?
Rashi: He hinted 'I will open my mouth wide. Pour it down my throat liberally, like one feeds camels.
Riva, Moshav Zekenim, Hadar Zekenim: Hunters often err on the road and in forests for four days, and they are weary, hungry and thirsty, close to death. Esav 1 lacked the strength to feed himself.
He was weary after fleeing Nimrod's men (See Midrash Tanchuma). Moshav Zekenim says that he erred in the forest for three or four days. Yakov was guarding the flock far from the city; Esav had no strength to enter the city to request from his mother. .
So why did he call him 'Edom'?
Seforno: When they saw how Esav was so tied to his baseless work that all he could discern of the stew was its color, they issued him with a command - 'Be red and be colored red, by gulping down the red stew!'
רש"י: שלא יראה את עשיו בן בנו יוצא לתרבות רעה: לעיל (פסוק כז) כתב רש"י שכבר בגיל 13 פירש עשיו לעבודה זרה?
גור אריה: אז הוא עוד לא עבד ע"ז אלא רק למד את דרכה.
רש"י: שהאבלות גלגל החוזר בעולם: טעם דברי רש"י שההויה וההפסד תלויים בגלגל, וקשה א"כ למה בשעת הוויה חדשה לא אוכלים עדשים?
גור אריה: עצם ההוויה [-הלידה] לא תלויה בזמן, ואילו עצם ההפסד [-המות] תלוי בגלגל [-בזמן]. 1
מהר"ל (חידושי אגדות ח"ג עמ' עו ד"ה האבלות, ב"ב דף טז:) ההוויה קודם היותה- איננה בעולם, ולכן אי אפשר לומר שהיא מתגלגלת מזה לזה.
ועי' במהר"ל בחידושי אגדות (ח"ג עמ' עו ד"ה האבלות, ב"ב דף טז:) שכתב כעי"ז, ועיין עוד באור חדש בתחילתו, עמ' סא.