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There are a number of possibilities for why Shakespeare opens up Act 1, scene 5 with a letter.
The first possiblity is that it shows us just how excited Macbeth is to tell his wife about the news and thereby showing us the strength in their relationship.
The second possibility is that it develops a sense of time for us; from the beginning of the play to the end, time seems to disappear, but knowing that a letter could take weeks to reach its destination, we get some sense of time from when Macbeth first meets the witches to when the letter arrives to Lady Macbeth.
But the best possibility for Shakespeare to begin this scene with a letter is so that Lady Macbeth has time to deliver her most evil soliloquy, and evil it is, for she reveals her desire to become queen, her desire to make certain that her husband will follow her commands, which will be to murder the king, but the most evil aspect of her soliloquy comes when she calls upon the "spirits that tend on mortal thoughts" to "unsex" her so that she will not be human anymore but an evil being whose blood will be "thick" so that she will not feel any guilt after the murder; she even calls upon the "murdering ministers" to come to her "breasts and take [her] milk for gall." So you see the letter sets up the introduction of Lady Macbeth and her soliloquy.
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