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After Macduff fails to appear at Macbeth's dinner party, Macbeth grows even more suspicious that Macduff is staging an attempt to oppose him. He's already become fairly paranoid, saying, "There's not a one of [the lords] but in his house / I keep a servant fee'd" (3.4.163-164). In other words, he pays a servant in each of his lords' homes to spy on that lord and report back on the lord's loyalty to Macbeth. Macbeth wants information because knowledge is, indeed, power. Now, he wants to know the future because he is anxious to learn from whom he must guard himself, and the first apparition confirms his suspicion: that he needs to keep an eye on Macduff. Obviously, it would also be helpful to know who and what he's up against: Macduff and who else? How big is their army? What strategies will they use to depose him? Macbeth would love to know the future so that he can protect himself all the better from any attack, from any direction, and from any opponent.
Macbeth is desperate to know what lies ahead in his future so that he can take the steps necessary to halt anything in the way of his maintaining power. He needs the information in order to feel in control, yet at this point, it is evident that Macbeth is totally out of control.
His love of power has driven him to the point of taking the witches prophesies and reacting to them with force in order to preserve his position. The more murderous he becomes, the more necessary it is for him to know every possible future complication he can. He realizes that his actions have caused Macduff and Malcolm to look for ways to stop him, and he needs information that will help defeat them in this purpose.
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