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Ross and Angus show up in Act 1, scene 3 to deliver news to Macbeth. Currently Macbeth has the title of Thane of Glamis. When Ross addresses Macbeth with news from the king, he says,
Because Macbeth has fought so brilliantly in battle, and the former Thane of Cawdor has proven to be a traitor, the king has had the former put to death, and has given Macbeth the deserving title. So when they approach him Macbeth says "borrowed robes" because that title has never been his, it is a borrowed title in his eyes. He doesn't deserve such a title--and he had just heard the witches' prophesy, so that takes him off guard as well. Once they explain the situation to him, Macbeth accepts the title.
Macbeth has been thinking about becoming king of Scotland even before the play opens. He has been discussing the subject with his wife, as can be seen in some of their dialogue. Then the Three Witches hail him as Thane of Cawdor and predict that he shall be king hereafter. Note that they do not tell him that he "shall" be Thane of Cawdor but address him as already possessing that title. This shows supernatural knowledge, since King Duncan has declared Macbeth the Thane of Cawdor only a very short time earlier. When Macbeth is informed by those who greet him that he actually is the Thane of Cawdor, Macbeth shows a strong reaction. Then he suspects some trickery, since he can't believe he is Thane of Cawdor or that the Three Witches could know about it so soon. He is afraid he has overreacted to the news and perhaps has revealed in his facial expression and body language that he has been harboring ambitious and treasonous thoughts and plans. So he tries to cover up by making a rather lame joke. He asks them, "Why do you dress me in borrowed robes?" This is as if to ask, "Come on! Quit kidding! What's the joke?" He would not, of course, treat it as a laughing matter if he were addressed directly as Thane of Cawdor by the King himself. That is probably why Shakespeare has Duncan tell his emissaries to meet Macbeth out on the road. What is important is for Macbeth to betray his secret ambitions and to be completely astonished that he could have been appointed Thane of Cawdor and that these Three Witches should have known about it. All of this will have a strong effect on Macbeth, as well as on his wife when she hears about it. It heightens their motivation to murder Duncan that very night. They will never have such a golden opportunity again, because Duncan has never visited their castle and is unlikely to be their guest again.
To be dressed in "borrowed robes" is to have a title that does not belong to you. Macebth says this because there is already a Thane of Cawdor and this foreshadows his death
To be dressed in borrowed robes means, to be given a title that is not rightfully yours or to be given credit that is not due you.
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