What does Matthew 4:3 mean?

In the previous verse, Matthew revealed that Jesus had been fasting for 40 days and nights (Matthew 4:1–2). He was hungry. Jesus' body desperately wanted food. Satan's first temptation was designed to exploit this physical weakness. Matthew calls Satan "the tempter." One of Satan's primary weapons against humanity is temptation, dating all the way back to his first encounter with human beings in the garden of Eden (Genesis 3).

At first glance, the temptation doesn't sound like an invitation to sin. Bread is good, and it's meant to ease our hunger. On the face of it, there seems to be nothing wrong with this idea. That, of course, is part of the Devil's evil brilliance. Satan tells Jesus to turn stones into loaves of bread—if He is, in fact, the Son of God. Matthew has just reported to us that God the Father declared in a voice from heaven that Jesus was His Son. There's no question about that fact for the reader, or for Jesus in this moment.

Satan is not really challenging whether Jesus is the Son of God. Instead, he seems to dare Jesus to go outside of the Father's will in order to meet His own desire for food. Satan is tempting Jesus to make Himself independent of the Father. After all, Satan is saying, you are the Son of God. You should be able to do as you please, when you please, especially when it's something good and healthy like food.

Jesus, though, understood it was the will of God the Father for Him to endure temptations. It was also God's will for this to happen when Jesus was gripped by the results of fasting for 40 days. Jesus knew His mission on earth was to do only what the Father directed Him to do.