In Macbeth, carefully read Macduff's questions in Act 4 scene 3. Can you get any sense of his state of mind at this point in the play?
I take it you are referring to Act IV scene 3 and I have edited your question accordingly. This of course is the key scene where Macduff is told of the slaughter of his wife and children and the sacking of his castle. What is interesting about this particular scene is how Macduff reacts and then how Malcolm uses his grief and rage to manipulate him into revenge against Macbeth. However, consider the questions that Macduff uses to respond to this news:
My children too?
My wife kill'd too?
All my pretty ones?
Did you say all? - O Hell-kite! - All?
What, all my pretty chickens, and their dam,
At one fell swoop?
Macduff repeats questions again and again because he is trying to comprehend and take in this devastating bit of news. Imagine the same news being delivered to you - you would probably need it to be stated again and again because you would find such a horrific event to be literally unbelievable. Thus the repeated questions, in spite of Rosse's matter of fact telling of the slaughter, express Macduff's incredulity of what has happened.
Note though how Malcolm seizes on this moment to impel Macduff to revenge:
Be this the whetstone of your sword: let grief
Convert to anger; blunt not the heart, enrage it.
Malcolm seems to be displaying the same kind of cynical manipulation that Macbeth has already shown, offering little comfort to those wondering of the future of the Scottish kingdom with Malcolm at its head.