During the Installation of Little Snitch on macOS High Sierra you may see a message: “System Extension Blocked”. This is a new security mechanism in High Sierra, requiring you to explicitly allow the installation of a third party system extension. To complete the installation of Little Snitch you have to allow loading the extension in System Preferences > Security & Privacy > General.
For macOS High Sierra we recommend installing at least Little Snitch version 4.0.3, which includes the latest compatibility fixes.