The sympathy comes from Macbeth knowing what he has become. In Act 5, scene 3, Macbeth laments in his speech, "...my way of life is fall'n into the sere, the yellow leaf;..." that he realizes his life has taken a bad turn, he has little to look forward to, he has no friends, etc.
that which should accompany old age,
As honour, love, obedience, troops of friends,
I must not look to have. (5.3)
Two scenes later, in scene 5, in his famous, "Tomorrow, and tomorrow, and tomorrow..." speech, he again tells us that he knows he's been a fool. We see him fall prey to the witches and their misleading prophecies. Overall though, I believe we can sympathize with him because he can see his own ambitions and frail failing in himself.
We can feel sympathy for Macbeth in the sense that this wasn't realy his fault. Yes fate usually means that it will happen no matter what but due to the witches telling him his fate and Lady Macebeth calling him names, questioning him manliness, one cannot help but feel bad for him. Also, since becoming King was all he wanted we see the struggle to keep his goal, to keep what he wants, and many of us can sympathize with him because of that fact, the fact that most of us want our goals and ambitions in life to be complete.