Every indication. The minute the witches predict he will be king, as Banquo tells us, Macbeth stands still, shell-shocked, in recognition:
My noble partner
You greet with present grace and great prediction
Of noble having and of royal hope,
That he seems rapt withal.
And then, when he is given the title of Thane of Cawdor, Macbeth turns to the audience and admits that he thinks and hopes he will indeed be the king as per their prophecies:
[Aside.] Glamis, and Thane of Cawdor!
The greatest is behind. [To Ross and Angus.]
Thanks for your pains.
Macbeth then expounds on his thoughts in his later soliloquy:
This supernatural soliciting
Cannot be ill, cannot be good. If ill,
Why hath it given me earnest of success,
Commencing in a truth? I am Thane of Cawdor.
If good, why do I yield to that suggestion
Whose horrid image doth unfix my hair
And make my seated heart knock at my ribs,
Against the use of nature? Present fears
Are less than horrible imaginings:
My thought, whose murder yet is but fantastical...
I've put in bold the key information for you: Macbeth really is thinking about the "murder" in his head, the murder of Duncan which allows him to gain the throne.
And in the next scene, after Malcolm has been given the heirdom to the throne, Macbeth says the same thing again:
Stars, hide your fires;
Let not light see my black and deep desires:
The eye wink at the hand; yet let that be
Which the eye fears, when it is done, to see.
People often try to, but you can't blame Lady Macbeth. THe idea is in his head long before she even knows about the prophecies or the result of the battle.