For me, Toldos is one of the most difficult parshiyos in the Torah. So many strange and difficult things happen that are realy hard to understand. Here are some of the difficulties:
Was Esav a Rasha in the Womb?
Rashi quoting Chazal seems to say that Esav was a Rasha already in the womb. On the pasuk ויתרוצצו הבנים בקרבה Rashi quotes the famous Medrash that when Rivka passed by a House of worship for Avoda Zara, Esav tried to get out to try to join them. We see clearly that already in the womb Esav wanted to worship Avoda Zara. Where did this desire come from? The Gemara in Sanhedrin (91b) states that the Yetzer Hara only enters a person at birth. If so why did Esav want to worship Avoda Zara in the womb? Similarly, Rashi comments on the pasuk ממעיך יפרדו that already in the womb זה לרשעו וזה לתומו. The mefarshim on Rashi struggle with the question but I haven't seen a good answer. It seems that Esav was a Rasha in the womb.
How did Esav turn out so bad?
Esav was born from 2 צדיקים, Yitzchak and Rivka and in addition Avraham Avinu was around. With all of these great role models around how did Esav become a כופר בעיקר, a murderer and an adulterer? R' Hirsch in a famous comment, says that Rivka and Yitzchak made a mistake in Esav's chinuch. Instead of realizing that Esav was very different then Yaakov they gave him the exact same education as Yaakov which was not suitable for Esav and therefore led him off the derech. (Unfortunately, the Charedi word is repeating this mistake today). R' Hirschs answer is difficult for the following reason. How can he say that the Avos made such a major mistake? We generally assume that the Avos were on a much much higher level then us, if so how could they make such a major mistake?
Why didn't Rivka tell Yitzchak what she knew about Yaakov and Esav?
Rivka clearly understood that Yaakov should get the berachos, why didn't she say anything to Yitzchak? In fact, Rashi comments that ותלך לדרש את ה that she went to Shem to ask him what was going on. However, why didn't she ask Yitzchak or Avraham, they were presumably greater then Shem? Additionally, after getting an answer from Shem why didn't she tell Yitzchak? Even at the end of the Parsha after the Berachos, Rivka still doesn't tell Yitzchak the real reason for sending Yaakov away. Why not? What kind of relationship did Yitzchak and Rivka have that Rivka couldn't tell Yitzchak the truth about their son Esav?
Why did Yitzchak want to give the Berachos to Esav?
How could Yitzchak be fooled by Esav? What does that say about Yitzchak?
How can a Beracha be obtained under false pretenses work?
Yaakov abtained the berachos under false pretenses, why would that work? In fact, what exactly is the idea of the berachos? Is it magic? Yaakov was clearly the successor to Yitzchak and Avraham, if he had not gotten the berachos would that have changed? Why?