Although Eisav was the firstborn, the Torah relates that he forfeited all the rights associated with this status when he sold the birthright to his younger brother Yaakov. Eisav walked into the house one day totally famished and noticed Yaakov preparing a pot of soup. Eisav, seemingly because he was worried he would die of hunger (as he stated, "Behold I am going to die"), sold his rights of the firstborn for a bowl of soup. However, Rashi, citing Chazal, recounts the exact conversation that took place between the two brothers before the sale was finalized, and explains the pesukim in a different light.
Yaakov asked Eisav to sell the birthright which included the right to serve in the Bais Hamikdosh, a task originally assigned to the firstborn. Eisav then inquired as to what exactly the service in the Bais Hamikdosh entailed. Yaakov replied, "There are numerous restrictions, punishments and death penalties involved in this service (e.g. those who serve while intoxicated are put to death)." Eisav responded, "I am going to end up dying because of this service, and if so for what do I need it?" Eisav wasn't simply worried he was going to die of hunger; rather, he was worried that he would die as a result of serving in the Bais Hamikdosh.
This being the case, says Rav Wolbe (Shiurei Chumash, Parashas Toldos 25:34, 28:9), it is difficult to understand the following pasuk: "Yaakov gave Eisav bread and a stew of lentils and he ate and drank, he got up and left, and Eisav scorned the birthright" (Bereishis 25:34). Rashi comments that the Torah is testifying to his wickedness: Eisav scorned the service of Hashem. In light of Rashi's explanation a few pesukim earlier, we have to understand what Eisav did wrong. After all, he had a valid concern that the avodah in the Bais Hamikdosh would cause his death. Why should his decision to sell the birthright be considered an act of derision?
In order to attain a higher level in one's avodas Hashem, one must be willing to take a risk. Achieving a greater level of spirituality does not happen by itself; it requires effort. If one is not willing to go out on a limb and take some sort of risk, then he obviously feels that avodas Hashem is not really a worthwhile endeavor. He has in effect "scorned the service of Hashem."
This idea comes up again at the end of the parasha as well. The last pasuk in the parasha tells us that Eisav married Machlas the daughter of Yishmael and the sister of Nevayos. Why do we have to know the name of Machlas' brother? Rashi explains that the Torah in informing us that Yishmael just passed away and therefore Navayos had to take care of his sister's marriage. Rashi continues that from this bit of information we can deduce that when Yaakov ran away from Eisav, before taking up residence in his uncle Lavan's house, he spent fourteen years learning Torah. At the time, Yaakov was sixty three years old and he still had not married and raised a family. Despite the risk of reaching old age, he decided that he should spend another fourteen years in the toil of Torah. There are no "crash courses" in Judaism. He realized that avodas Hashem entails expending effort and taking a risk, and if he needed to invest another fourteen years in his avodah then that is what he would do.
The ramifications of this lesson in our daily lives do not have to be as drastic as putting our life on the line or dedicating fourteen years of our life to a specific cause. Even dedicating a small portion of time to learning, davening or chessed often carries with it a risk of a financial loss. It's a risk and it takes effort, but if you are serious about growing spiritually, you will jump at the opportunity!