When Macbeth was written James I of England was King
James I had a massive fear of witches, and even burnt suspected ones at the stake.
James I wrote the book Daemonology. The book endorses witch-hunting and shows the "methods" demons use to bother men.
The supernatural was a real fear at the time.
Lady Macbeth disrupted the chain of being by acting equal to a man.
Macbeth disrupted the chain of being by killing his king.
Regicide (killing kings) was one of the worst crimes at the time.
Macbeth is tradgedy
The chain of being was believed to be the natural order of things decided by God. God before kings, kings before men, men before women and so on.
Plays were incredibly popular in the jacobean era.
Both poor and rich could watch plays.
Hamartia
Hamartia is an ancient greek term coined by Aristotle. It means 'fatal flaw'. Macbeth's hamartia is his ambition.
Catharsis
An ancient greek term meaning to 'cleanse' or 'purify' emotions often via pity and fear. The audience at the end of Macbeth may feel catharsis as they watch his titles, wife and eventually his life be taken away.
The setting and weather chosen by Shakespeare is pathetic fallacy and reflects the feelings in Macbeth.