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What does it mean to have little faith?

You have little faith when you are so concerned with immediate circumstances that you can’t make decisions with respect to long-term consequences. Jesus said that our whole desire must be completely focused on the glory of God:

22 The light of the body is the eye: if therefore thine eye be single, thy whole body shall be full of light.
23 But if thine eye be evil, thy whole body shall be full of darkness. If therefore the light that is in thee be darkness, how great is that darkness! (Matthew 6)

There is no space in the life of a disciple of Christ for worldly desires, except as couched in and subordinate to the desire to seek and follow God’s will in all things:

24 No man can serve two masters: for either he will hate the one, and love the other; or else he will hold to the one, and despise the other. Ye cannot serve God and mammon.
25 Therefore I say unto you, Take no thought for your life, what ye shall eat, or what ye shall drink; nor yet for your body, what ye shall put on. Is not the life more than meat, and the body than raiment? 
26 Behold the fowls of the air: for they sow not, neither do they reap, nor gather into barns; yet your heavenly Father feedeth them. Are ye not much better than they?
27 Which of you by taking thought can add one cubit unto his stature?
28 And why take ye thought for raiment? Consider the lilies of the field, how they grow; they toil not, neither do they spin:
29 And yet I say unto you, That even Solomon in all his glory was not arrayed like one of these.
30 Wherefore, if God so clothe the grass of the field, which to day is, and to morrow is cast into the oven, shall he not much more clothe you, O ye of little faith?
31 Therefore take no thought, saying, What shall we eat? or, What shall we drink? or, Wherewithal shall we be clothed?
32 (For after all these things do the Gentiles seek:) for your heavenly Father knoweth that ye have need of all these things.
33 But seek ye first the kingdom of God, and his righteousness; and all these things shall be added unto you.
34 Take therefore no thought for the morrow: for the morrow shall take thought for the things of itself. Sufficient unto the day is the evil thereof. (Matthew 6)

You have little faith when you fail to exercise your capacity to reason. Jesus chastised the disciples for having little faith when they opted not to understand his teaching about the leaven of the Pharisees, even when it should have been very easy for them to understand:

5 And when his disciples were come to the other side, they had forgotten to take bread.
6 Then Jesus said unto them, Take heed and beware of the leaven of the Pharisees and of the Sadducees.
7 And they reasoned among themselves, saying, It is because we have taken no bread.
8 Which when Jesus perceived, he said unto them, O ye of little faith, why reason ye among yourselves, because ye have brought no bread?
9 Do ye not yet understand, neither remember the five loaves of the five thousand, and how many baskets ye took up?
10 Neither the seven loaves of the four thousand, and how many baskets ye took up? 
11 How is it that ye do not understand that I spake it not to you concerning bread, that ye should beware of the leaven of the Pharisees and of the Sadducees?
12 Then understood they how that he bade them not beware of the leaven of bread, but of the doctrine of the Pharisees and of the Sadducees. (Matthew 16)

You have little faith when you refuse to believe, even when given sufficient reasons to. Jesus chastised his disciples for having little faith because they did not believe him when he told them they had power to heal the sick:

14 And when they were come to the multitude, there came to him a certain man, kneeling down to him, and saying,
15 Lord, have mercy on my son: for he is lunatick, and sore vexed: for ofttimes he falleth into the fire, and oft into the water.
16 And I brought him to thy disciples, and they could not cure him.
17 Then Jesus answered and said, O faithless and perverse generation, how long shall I be with you? how long shall I suffer you? bring him hither to me.
18 And Jesus rebuked the devil; and he departed out of him: and the child was cured from that very hour.
19 Then came the disciples to Jesus apart, and said, Why could not we cast him out?
20 And Jesus said unto them, Because of your unbelief: for verily I say unto you, If ye have faith as a grain of mustard seed, ye shall say unto this mountain, Remove hence to yonder place; and it shall remove; and nothing shall be impossible unto you. (Matthew 17)

Jesus also chastised the eleven apostles after his resurrection because they did not believe the account of those who had first seen his resurrected body:

Afterward he appeared unto the eleven as they sat at meat, and upbraided them with their unbelief and hardness of heart, because they believed not them which had seen him after he was risen. (Mark 16:14)

You have little faith when you abort the process of faith by remaining in an emotive state, failing to advance to reasoning about cause and effect.

Jesus chastised his apostles for being so afraid and worried when their boat was caught in a storm:

23 And when he was entered into a ship, his disciples followed him.
24 And, behold, there arose a great tempest in the sea, insomuch that the ship was covered with the waves: but he was asleep.
25 And his disciples came to him, and awoke him, saying, Lord, save us: we perish.
26 And he saith unto them, Why are ye fearful, O ye of little faith? Then he arose, and rebuked the winds and the sea; and there was a great calm.
27 But the men marvelled, saying, What manner of man is this, that even the winds and the sea obey him! (Matthew 8)

What makes this story even sadder is remembering that several of the apostles were fisherman who surely had experience weathering storms, and thus had even less justification for being worried.

You have little faith when you doubt a course that was rationally designed without receiving new evidence sufficient to motivate a change or to cause doubt. Peter suffered from little faith when, after seeing that Jesus could enable him to walk on water, he ignored reason and succumbed to fear:

28 And Peter answered him and said, Lord, if it be thou, bid me come unto thee on the water.
29 And he said, Come. And when Peter was come down out of the ship, he walked on the water, to go to Jesus.
30 But when he saw the wind boisterous, he was afraid; and beginning to sink, he cried, saying, Lord, save me.
31 And immediately Jesus stretched forth his hand, and caught him, and said unto him, O thou of little faith, wherefore didst thou doubt? (Matthew 14)