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 Yaakov 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. 1 He said "ha'Zeh," for Yaakov replied 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.
Oznayim la'Torah: It is well-known that after a person has killed someone, for the first time - as Esav had just done 2 - he sees red drops wherever he looks, and particularly in liquids. Now lentils are automatically a little reddish, and when Esav referred to them as extremely red, he revealed himself as a murderer and was subsequently dubbed 'Edom.'
Ha'amek Davar: Had he recognized that it is lentils, he would have requested the lentils! This is why 25:29 says only "Nazid;" lentils are mentioned only in 25:34. This was Hashgachah, so he got the name Edom, which is appropriate for him.
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.'
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. Yaakov was guarding the flock far from the city; Esav had no strength to enter the city to request from his mother.
Why did they 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 named him Edom in the tense of a command, 3 'Become red and become colored red, by gulping down the red stew!'
Ohr ha'Chayim: He called himself Edom, for he was about to die, and the red [food] revived him.
Malbim: He called himself Edom, for he prided himself that he murders.
Rashbam: He was red, and he desired to eat a red dish. He did not however, sell the birthright for the lentil-stew. Refer to 25:31:2:1.
I.e. in the same way as the word for the command, 'Say!' is 'Emor;' and the command, 'Eat!' is 'Echol,' the command 'Become red!' is 'Edom.' (CS)