Both these characters are first introduced as Isaac and Rebekha's children. They are said to be fighting in the womb. This is a definite foreshadowing to the later major conflict between the boys. A later line in the text explains the basic outcome of this rivalry between the brother's.
"Two nations are in your womb, and two peoples born of you will be divided; the one will be stronger than the other, the elder will serve the younger." (25:23)
This line tells us that the brother's will fight constantly, but the younger of the two will eventually win. Some scholar's believe this "brotherly rivalry" refers back to the rivalry between the two sons of Abraham, Ishmael and Isaac. However, their mothers, Sara and Hagar, played out the Isaac-Ishmael rivalry. In the Esau-Jacob rivalry, the tension is fueled by Jacob's determination to not let Esau inherit the family estate. In 25:27-34, Jacob actually buys the birthright form Esau for a price. Then, in chapter 27, Jacob tricks his father into giving him the blessing rather than Esau. The irony of the whole thing is that Jacob was already granted birthright according to God's plan.