What does Malachi 3:8 mean?

The question asked by Malachi is meant to be an expression of shock and disgust. It's a rhetorical question, assuming a negative answer. All the same, this is exactly what Israel has been doing. Robbing a person is not only immoral, it's a sign of contempt. Robbery assumes a certain amount of power, or at least a weakness in the one being robbed. As is typical for the dialogue of Malachi, Israel questions whether they have even committed this crime.

The "robbery," in this case, is Israel withholding the tithes required by the Law of Moses (Leviticus 27:30). Malachi's prophecy is structured in several waves, rolling back and forth through the same topics. This verse is part of Malachi's fifth "oracle." Its mirror-image is the second oracle, found in Malachi 1:6–7. There, Israel's priests are criticized for bringing offerings which are improper and impure. Here, Israel is criticized for bringing offerings which are too small. The people are holding back from God what He has told them to give.

The reference to robbery is key to understand God's perspective on this sin. Israel is not being accused of being stingy, or unloving. They are charged with robbing God. That implies taking something which belongs to someone else. God clearly sees this tithe as something which belongs to Him, not to Israel. To withhold it is to steal what Israel has no right to possess.

It is key to remember that this verse, and the accusation, are in the context of the Old Testament law. This is part of the covenant between the nation of Israel and God. Tithing is not a universal, eternal law applied to all people at all times. The requirement, the blessings, and the curses of this rule are exclusively between Israel and God.