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This quotation, which is commonly thought to come from Shakespeare, specifically from Macbeth, is actually from a little-read poem by Walter Scott called Marmion. It seems to mean simply that small lies or deceptions can soon lead us into all sorts of supporting lies to the point where we are in a maze of deceit and almost don't know ourselves what the truth is. Most of us can recall a situation in childhood where we attempted to cover up something, from a parent for example, and soon found ourselves having to invent more untruths to support the first white lie.
This quote does not come from Shakespeare at all but from "Marmion" by Sir Walter Scott. You will find this quote in Canto VI, Stanza 17.
This refers directly to the theme of deceit and the implications when one begins to deceive others! The metaphor of the tangled web implies that lies are much like a spider web; once one is told, they multiply. This metaphor is furthered when you think of just how a spider web seems full of traps for the insects they are made to catch, just as we, indeed, become trapped by our own deceit and lies!
This line, actually from Walter Scott's "Marmion," displays the domino effect that our lies have on us: One lie generates another, which generates another, and so on. Toddlers are particularly prone to demonstrate the truth in this statement: "Did you brush your teeth, Billy?
"Yes'm, I sure did."
"Why isn't your toothbrush wet, then?"
"Because I used the hair dryer on it afterward."
"Billy, we don't have a hair dryer."
....and so the cycle continues. The "tangled web" metaphor refers to the act of a spider spinning its geometrical home: if it becomes tangled, the points do not intersect as they should, and the web becomes a mangled mess, much like the act of keeping up with one's own dishonesties.
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