In Malachi 1:2, The Lord has a complaint against His people: "I have loved you deeply. And you say, 'Wherein have You loved us?' In Malachi's prophecy, we observe that whenever the Lord said something to His people, they questioned Him.
Here they questioned the love of God. That is one way by which Satan makes us fall. When Satan tempted Eve, he first planted a doubt about God's love in her mind. The implication of the temptation was, "God doesn't really love you. If He did, He would have allowed you to eat this beautiful fruit." That made Eve doubt God's love. She began to think, "Perhaps God doesn't love me". And then she fell into sin easily.
When the Lord prayed for Peter, He said, "Satan has demanded permission to sift you like wheat. But I have prayed for you that your faith should not fail." (Lk.22:31-32). The Lord prayed that even after Peter had fallen into the depths of sin (denying the Lord thrice), he would still believe that God loved him. That is faith - and that is what the prodigal son had. After he had messed up his life and lost everything, he still believed one thing - that his father loved him.
You may have messed up your life too. If so, remember that God still loves you. Don't ever lose faith in that fact. When you have lost everything else in the world, hold on to this one unchangeable fact - that God still loves you. That is the most important thing to remember in life.
In Malachi 1:2-5, God speaks about the sovereign way in which He chose Jacob. He said, "I showed My love for you by loving your ancestor Jacob. Yet Esau was Jacob's brother, and I rejected Esau. But I have chosen you."
How do we know that God loves us? First of all, because He sent Christ to die for our sins. He picked us out from many millions of people in the world to be among the few who would find the way to life. Why did He choose us? Was it because we were more righteous than others? No. We all have unconverted friends and relatives - who are, humanly speaking, better people than we were. God accepted us because we recognized that we were sinners. Jesus came to call sinners and not the righteous. We were sinners whom God picked up from the gutter.
That is one proof of God's love for us that we should always remember. Never forget this fact that out of all the millions of people in the world, God picked you out and wrote your name in the Book of Life before He created anything in this universe. That was His sovereign choice.
It says in Romans 9:11-13, "Before they were born, before they had done anything good or bad, she (Rebekah) received a message from God. (This message proves that God chooses according to his own plan, not according to our good or bad works). She was told, 'The descendants of your older son will serve the descendants of your younger son.' In the words of the Scriptures, 'I loved Jacob, but I rejected Esau.'" Here we read of the sovereignty of God in choosing us. It does not have anything to do with good works. And if you think you chose the Lord first, that is also not true. In John 15:16, Jesus states very clearly, "You didn't choose Me, but I chose you." Never forget that.