I think you can best see this theme in connection with the various prophecies that the witches make.
When we first see them, the witches predict that Macbeth will become the Thane of Cawdor and that he will become king. When Macbeth finds out that he has become Thane of Cawdor, he thinks that the prophecy means that somehow he will automatically become the king. But what the prophecy really means is that he will kill the king in his attempt to become king himself. So it wasn't a prophecy about destiny -- it was a prophecy about what he would do.
A second prophecy said that he would remain king until Birnam Wood came to Dunsinane. It also said he would never be beaten by a man born of woman. He thinks this means he'll never lose. But he does lose because Macduff wasn't really born in the natural way and because the soldiers come against him camouflaged with bits of Birnam Wood.
So the prophecies seem to be saying one thing, but they're really saying something else.