Superstition and Witchcraft - A Shakespearean audience would have believed in witches, so their appearances would not have been a shock, though they would have been fearful of them.
Medieval Scotland, in common with many other European states, believed in witches and in their ability to make prophecies and to control human affairs.
Witchcraft was generally regarded as an evil practice, which depended upon a relationship with the devil, and as a threat to social stability.
King James himself contended that witchcraft was a reality and that those who dabbled in it should be punished.
The reaction of the audiences over time would change in relation to the witches. This needs to be taken into account and discussed in any response to the play.