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This quotation is stated by Macduff in Act 4 Scene 3. In this scene, Macduff has left Scotland to go see Malcolm in England to persuade him to reclaim his birthright and take over the throne. Malcolm, however, does not feel that he is fit to be king, and this angers Macduff. Macduff reminds Malcolm of his parents and their lives and says that they would be disappointed to know that Malcolm disregards his duty. With this, Malcolm is thus persuaded to return to his homeland to vanquish Macbeth. Malcolm will take the English army with him, and at this point Macduff says, "Such welcome and unwelcome things at once 'tis hard to reconcile." Macduff is glad that Malcolm will return to claim the throne, yet he is troubled about the inevitable battle that will begin when they return. Macduff is well aware that in order for there to be some good in the end, there must be war, but he still has a difficult time reconciling more bloodshed in Scotland.
In Act Four, Scene 3, Malcolm tests Macduff's loyalty by attempting to come off as greedy and tyrannical. Malcolm proceeds to tell Macduff that he has absolutely no redeeming qualities and would ruin the entire earth if he were to be crowned king of Scotland. Macduff cannot contain his emotions and laments in front of Malcolm, which proves his loyalty. Malcolm becomes convinced that Macduff is a genuine, dependable individual and explains to him that he is preparing to go to battle with Macbeth. Malcolm also tells Macduff that he is actually a virtuous person who wishes to serve his country. Macduff is astonished at Malcolm's immediate change of character and says,
"Such welcome and unwelcome things at once 'tis hard to reconcile" (Shakespeare 4.3.140).
Macduff is essentially telling Malcolm that it is hard for him to make sense of such different stories. Malcolm had just spent a considerable amount of time trying to convince Macduff that he was evil in order to test his loyalty, then suddenly revealed his true character. Macduff is confused because he has just heard opposite stories from Malcolm.
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