In the first prophecy proclaimed by an apparition, Macbeth is warned to beware of Macduff, the Thane of Fife. As the first witch rightly proclaimed, the First Apparition can read Macbeth's mind, and can therefore detect that he is indeed afraid of Macduff and what he might do to him.
The prophecy of the First Apparition comes true in act V, when Macduff kills Macbeth in a duel. For good measure, he cuts his head off and proudly brandishes it aloft so that everyone else can see that the tyrant's bloody reign has finally come to an end.
The Second Apparition, which comes in the guise of a bloody child, appears to contradict the prophecy of the First Apparition. It tells Macbeth that he should be “bloody, bold, and resolute”, and that no one born of a woman will ever be able to harm him. As every man is born of a woman, Macbeth automatically assumes that he's in the clear, that Macduff can do him no harm.
But he's profoundly mistaken. In act V, Macbeth is not just harmed but killed by Macduff, who wasn't in fact born of a woman but “untimely ripped” from his mother's womb by Caesarean section.
Finally, the Third Apparition materializes and tells Macbeth that he will never be vanquished until Birman Wood comes to Dunsinane against him. Once more, Macbeth is lulled into a false sense of security. He's convinced that such a thing cannot happen as the very idea of a forest moving is totally ridiculous.
However, the prophecy will indeed come true in act V, when rebel forces move against Macbeth wearing camouflage made from the branches of Birnam Wood.