Appearance versus reality is a strong theme in Shakespeare's Macbeth, as the play involves a misty landscape, witches, a ghost, a goddess, mental illness, and self-deception. From the outset of the play, it is clear that something unusual is going on, since three witches are conversing.
Their conversation, which revolves mostly around a spell they plan to cast on a seaman, begins with the famous quote, "Fair is foul and foul is fair," which implies that not all will be as it seems. If the witches disappeared after this initial scene, the sense of unreality might fade, but they reappear regularly and are a major force in decision-making by Macbeth and, by proxy, Lady Macbeth.
The witches make predictions, and one of their initial prophecies comes true. Because they are accurate once, Macbeth believes them and uses their counsel from then on. If he cannot understand what they mean, as they often speak in riddles, he takes it on faith that the result will work in his favor, or he simply misinterprets the meaning.
In effect, Macbeth is self-deluded because he is taking vague, unsound advice not only from the witches but also from his wife. He doesn't carry much self-reliance and believes those he should suspect while scoffing at those who are loyal to him (e.g. Banquo and King Duncan).
Macbeth has trouble, as well, keeping a grip on reality—especially after he murders the king, who slept as a guest in his own house. The blood, the guilt, and the regret play on his mind, and Macbeth begins to develop paranoia about another prophecy by the witches: that Banquo will "get kings" but be none himself. Macbeth therefore decides to murder Banquo and his son, Felance. In act 3, scene 3, three murderers have been hired, and Banquo is killed.
A banquet follows shortly thereafter (act 3, scene 4), and Macbeth sees Banquo's ghost as well as a vision of eight kings. He is unnerved and says to his guests, "I have a strange infirmity which is nothing / To those who know me" to make excuses. The ghost reappears, shaking Macbeth up, but he manages to keep up appearances.
In the next scene, the witches are meeting with Hecate, the goddess of spells and sorcery. This expands the unreal setting of witchcraft, as now the audience knows there is a whole world in which the witches, too, seek counsel. Thus there are multiple unreal players, including witches who roam free and speak to humans, a world of ghosts, and a world of gods and goddesses.
In addition, as the play progresses, Lady Macbeth becomes more and more unhinged, as she cannot unsee all the blood that has been spilled. She begins to go mad, and Macbeth must call for a doctor to try and cure her.
The reality of the play is that Macbeth is driving events in his own life by making decisions but using superstition to choose violence. On the surface, it is a story of an ambitious man who decides to kill his boss (King Duncan) to get ahead, but to meet his goals he keeps having to use murder, and he becomes an example of one who "lives by the sword, and dies by the sword."