a pain in the neck, an annoying person
Eu não quero que Marcos vá conosco, ele é um mala sem alça!
I don't want Marcos to come with us, he's such a pain in the neck!
The expression works through pure imagery and has no documented historical origin. A mala (suitcase) is already heavy and awkward to carry; a mala sem alça, "a suitcase without a handle," is even worse — there is no good way to grip it, so it becomes a burden you can barely stand to lug around.
Falando's Idiom Trainer teaches you to recognize idiom meanings and create sentences using them, so you can speak like a Brazilian.