In Act 1, Scene 3, Banquo does warn Macbeth that people do have the tendency to allow fortune and praises to lure them into situations which are destined to result in tragedy. These premonitions of the witches seem too good to be true. Banquo speaks of "instruments of darkness" and this suggests the influence of the supernatural. But the other indication of his warning is that perhaps Macbeth should not be taken in by these fortunate visions of his future. They seem too good to be true, and considering the beastly appearances of the witches, Banquo is skeptical:
And oftentimes to win us our harm,
The instruments of darkness tell us truths,
Win us with honest trifles to betray's -
In deepest consequence. (I.iii.133-36)
Macbeth speaks in an aside following Banquo's warning. Whether he pays attention to Banquo or not, Macbeth does have similar doubts about his new fortunes. He basically says they can not be good nor bad. "This supernatural soliciting / Cannot be good, cannot be ill." (I.iii.141-42) He is conflicted and this conflict will remain with him throughout the rest of the play.
Given that he eventually goes ahead with killing Duncan (and Banquo), he doesn't fully heed Banquo's warning nor his own conflicted thoughts on the witches. He tells Banquo that they'll discuss the matter later. In Act 2, Scene 1, Macbeth tells Banquo that he doesn't think about the witches. But again, he says they will discuss it later. Macbeth kills Duncan shortly after this discussion. So, Macbeth does not heed Banquo's warnings. He might have paid some attention at first, but his desire for the crown overrides any notion of his or Banquo's doubts about the dark possibilities of his good fortunes.