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Your question had many sub-questions in it, so I will answer your query about the atmosphere and the methods Shakespeare uses to achieve it.
The play itself doesn't really create atmosphere. The setting, characters and action implied by the characters' words give a good foundation upon which to build a plan for creating atmosphere, but the atmosphere itself is a purely theatrical construct and must be created by those who produce the play.
In Shakespeare's day, they would have had some impressive (for the day) special effects for thunder and disappearing/reappearing by way of trap door -- all of which could be utilized to set a rather ominous, spooky and other-worldly atmosphere for the opening of the play. Lighting of any kind was not an effect in the open-air performances of The Globe, so the audience and actors would all have remained in the afternoon sun that lit the performance.
The appearance of the witches to open the play would have definitely sparked the audience's interest in Shakespeare's day. In the same way that we, today, have audiences who are fascinated with vampires (think Twilight), Shakespeare's audiences were fascinated and repelled by witches. In fact, there were witch hunts still going on in Europe at this time, and ordinary citizens believed that a witch might cast a spell on you if she did not like you or you offended her in some way.
So, all of the witches talk in spell-casting rhyme, their talking about their familiars (animal sidekicks), etc. would have really caught the interest of Shakespeare's audience. Add to this the special theatrical effects and the atmosphere would have been ominous, creepy and supernatural.
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