The first scene in any play sets the tone for the coming action, and thus is important to understanding what follows. In Macbeth, the opening scene with the three witches indicates to the viewer that, from the start, Macbeth is doomed and what he/she will be watching is Macbeth's destruction. The element of the supernatural indicates that the play will be dark and the audience can expect to see more elements of horror played out as the action unfolds. Unlike in some plays, where the audience knows no more than the main characters as the action unfolds, anyone watching Macbeth knows what he does not - that all his efforts to be king will fail.
The first scene of Macbeth is important because it sets the tone of events to come. In the scene, the three witches meet and discuss when they will meet again. Here, the reader learns that a battle will ensue and that they will come together afterwards. But they say that the battle will be both lost and won which is a paradox meaning literally that the battle will be lost by one side and won by the other. Figuratively, the statement refers to Macbeth's future--he will win the "battle" of becoming the King and reaching his ambitious goals; however, he will lose his family, the respect of his followers, and eventually his life in the process. Further, the witches end the scene with another paradox: "Fair is foul and foul is fair." This sets the tone for the play--all will not be as it seems.