All of the prophecies unsettle Macbeth during the last battle.
The first time that Macbeth encounters the witches, they tell him that he will be a king, and he believes them. When he is not chosen as Duncan’s heir, he decides to take matters into his own hands and kill the king himself. Macbeth also acts on the prophecy that tells him that Banquo’s sons will be king, by killing him and trying to kill his son Fleance.
The first prophecy that the witches tell him when he meets them again is to beware Macduff.
Macbeth! Macbeth! Macbeth! beware Macduff;
Beware the thane of Fife. Dismiss me. Enough. (Act 4, Scene 1)
Macbeth was probably already suspicious of Macduff, since he was in the castle when Duncan was killed. This prophecy just means that Macbeth will worry about him more. Then, interestingly, the witches provide this apparently contradictory prophecy.
Be bloody, bold, and resolute; laugh to scorn
The power of man, for none of woman born
Shall harm Macbeth. (Act 4, Scene 1)
There are two results of this prophecy. First of all, Macbeth sends assassins to Macduff’s castle. Unfortunately, he is not there, because he went to see Malcolm to rally forces to fight against Macbeth already. Thus his wife and son are murdered in his stead.
This tragic end is not the whole story. Macbeth is feeling overconfident since even though he was told to beware Macduff, he was also told that no man “of woman born” can hurt him. He assumes he is completely safe going into battle.
When he meets Macduff in battle and he tells him that he was “from his mother's womb/Untimely ripp'd,” Macbeth loses heart in the battle and basically gives up. Macduff is able to kill him then. Basically, these two prophecies taken together mean that Macduff is the only person who can kill him.
Another of the prophecies tells Macbeth that he will not be beaten until a forest comes to his castle.
Macbeth shall never vanquish'd be until
Great Birnam wood to high Dunsinane hill
Shall come against him. (Act 4, Scene 1)
You can see how a person would feel pretty confident assuming that he couldn’t be vanquished until the forest came to him. Forests don’t usually walk. However, this was another example of things not being exactly what they seemed. Malcolm got the idea of having the soldiers disguise themselves using branches, so it looked like the forest was walking. Whoops! So much for taking prophecies literally. Macbeth's messenger tells him what he sees.
As I did stand my watch upon the hill,
I look'd toward Birnam, and anon, methought,
The wood began to move. (Act 5, Scene 5)
Macbeth gets a little panicked when he hears this. He makes some threats to the poor messenger who tells him about the wood, which shows he begins to panic. Like the prophecy about man being born of woman, this one brought comfort to him at first, but is now backfiring on him when he realized the twisted way it came true.
Finally, Macbeth sees a long line of Banquo’s heirs, and is frightened by this. He thought he solved that particular problem. He wants to know if Banquo’s heirs will be king, but the witches refuse to tell him. This is unsettling to him, but he decides to take action, starting with the problem of killing Macduff.
In each case, the prophecies backfire on Macbeth. You would think that by now he would learn not to trust in prophecy. Macbeth is learning that things are not always what they seem. By this point, he is starting to lose all faith in himself and his ability to win. This is ultimately what defeats him.