Without the supernatural elements, the weird sister aka witches, the play would definitely not have the same punch.
The play begins with thunder, lightening and the three witches. It may be a cliche but thunder and lightening do create a threatening atmosphere and add witches and the atmosphere becomes evil. We first hear of the title character from these women and they also introduce the idea of "nothing is but what is not".
When they greet Macbeth and Banquo, they plant the seed in his mind. At that time, he is already the Thane of Glamis. He knows nothing about the traitor, the Thane of Cawdor. And to be king, well deep down, Macbeth does desire to be king.
Once the witches have planted the seed, it doesn't take much to make it grow. When the second statement becomes true when he is awarded with being named the new Thane of Cawdor, the planted seed grows stronger.
Once Duncan has been murdered, other strange or perhaps supernatural things happen, perhaps the strangest was the report of Duncan's horses going mad and eating each other. This is definitely not natural. It was believed that the murder of a king threw the universe out of balance. This balance could only be restored when the murderer is dead and the rightful king is on the throne.
When Macbeth needed information about the future, since he was still uneasy about the prediction for Banquo and he was proving to be an unpopular king, he sought out the witches.
Of course we know but Macbeth doesn't that Hecate has decided that Macbeth must pay for interfering with the future when he murdered Banquo and tried to murder Fleance. She instructs the witches to give Macbeth answers that will build his confidence before they destroy him.
The plan works perfectly. Even when the forest comes up to the castle, Macbeth still clings to the fact that he cannot be killed by any man born of woman. He isn't, since, " Macduff was from his mother's womb untimely ripped."
Macbeth gained his power with help from the supernatural and it destroyed him.
During Shakespeare's time, a belief in the supernatural was common. Witches and ghosts were feared since they came from the devil. Shakespeare tapped into this belief in Macbeth and many of his plays. Also, King James I himself had written a book about witchcraft and was extremely interested in the subject.