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In addition to foreshadowing, the witches' opening scene generates conflict, suspense, and tension. The viewer (or reader) is left wondering what will happen next as a result, and how things will pan out with the witches in question.
By starting this play with a point of contention, Shakespeare engages his audience from the get-go, and keeps them rapt until the play's closing scene.
If Shakespeare had started this play with the typical introduction of the protagonist, it certainly would not have been as unique or interesting. Too many plays of the period began with that exact idea: "Here's the hero, here's what happens to him. The end." Shakespeare avoids that pitfall by using the witches as his starting point.
Shakespeare opens with the witches in order to foreshadow what occurs later in the play. Though you don't learn much, the opening witch scene helps to predict the eventual outcome of the play, a tactic frequently used by Shakespeare. Shakespeare uses foreshadowing very often in his plays. For instance, besides Macbeth, in Shakespeare's Romeo and Juliet, he actually tells the ending before the story even starts. The witches help set the grim tone of the play and aid with the foreshadowing as well.
During Shakespeare's time, witches were considered real by most people and they were frightened of them. Women were sometimes burned to death because they were thought to be witches and people had 'witch hunts' to find them (generally the women they burnt weren't actually witches, but angry groups of people often do stupid things). The public believed these evil women able to do magic and cast spells and make curses and many other superstitions like flying on broomsticks and black cats. Witches were very scary in a genuine way to Shakespeare's audience.
Today, Witches appear silly or harmless to us, but then, to start a play with three evil witches bent over their magic cauldron, plotting to decide who will be king. This was very dramatic, contemporary and exciting. In others words, a brilliant 'curtain raiser'.
(The equivalent today would be to start a film in a terrorist hide- out and we, the audience, listen as three dangerous terrorists discuss their plot to blow up the president.)
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