The lesson of Macbeth is that greed and abuse of power do not make things turn out well for anyone. We are better off just treating people well.
If Macbeth had killed Duncan and then just been satisfied being king, he would have remained king with Lady Macbeth by his side until his own children could rule. Unfortunately, once Macbeth had power all he cared about was keeping it. He was not interested in peace. He was not interested in the people.
How Macbeth came to power is suspicious enough that Banquo wonders.
Thou hast it now: King, Cawdor, Glamis, all,
As the weird women promised, and I fear
Thou play'dst most foully for't …(Act 3, Scene 1)
Once Macbeth is king, all the others want is to get him out. This is not because they want power, but because they want peace. Macbeth does not have peace in his heart, so he cannot have peace in his kingdom. He is paranoid, violent, and abusive. Malcolm and Macduff are not just interested in revenge—they want to unseat the bloody tyrant.
The play can be seen as a warning not to trust those in power, but also a reminder of how important it is to have a stable person in that role. A just, firm, strong leader is needed for a country to be healthy. Shakespeare demonstrates this through the use of supernatural elements to capture of the mood. In addition to the witches, there are the dark happenings that show that the entire kingdom is being corrupted.
Even like the deed that's done. On Tuesday last
A falcon towering in her pride of place
Was by a mousing owl hawk'd at and kill'd.(15) (Act 2, Scene 4)
The message is that one murder leads to another. Once you set a course in action, you can’t stop it. Whether you call it fate or karma, what goes around comes around. Macbeth and Lady Macbeth set a course of events in action that they could not control, and it destroyed them.