In the play Macbeth, act 1, scene 3, what is Macbeth's first reaction to the three witches through his words and actions?

In act 1, scene 3 of the play Macbeth, Macbeth's first reaction to the three witches is one of shock due to their prediction of his glorious future. When he recovers, he wants to find out more about their prophesy for him and says, "Stay, you imperfect speakers, tell me more."

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We witness Macbeth's first reaction to the witches' prophecy through the words of Banquo, who is with him:

Good sir, why do you start and seem to fear things that do sound so fair?

Banquo can't help but notice that Macbeth seems startled, fearful, and riveted by their words. Macbeth overreacts to the prophecy, leading to Banquo's question and comment that the news seems "fair" or good to him, so why such fear? Banquo doesn't know that Macbeth reacts this way because the witches are stating out loud Macbeth's deepest, most forbidden desire to be king of Scotland.

After his stunned reaction, Macbeth's first words to the witches are as follows:

Stay, you imperfect speakers, tell me more.
By Sinel’s death I know I am thane of Glamis.
But how of Cawdor? The thane of Cawdor lives,
A prosperous gentleman, and to be king
Stands not within the prospect of belief,
No more than to be Cawdor.
Macbeth wants the witches to stay longer and to tell him more about where they have gotten the ideas, which seem incredible to him, that he could become thane of Cawdor or king of Scotland. This is a moment of dramatic irony, in which the audience knows what the characters in a play do not. We know from the last scene that the traitorous thane of Cawdor, who sided with the Norwegians against Duncan, has been put to death. Duncan has already announced he is giving the title of thane of Cawdor to Macbeth to reward him for his valor on the battlefield. Macbeth and Banquo have no idea, however, that any of this has occurred.
The witches will not be commanded by Macbeth. They disappear without any explanation.
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When discussing Macbeth's reaction to the witches, you should keep in mind that Macbeth is first and foremost a work of drama, intended to be acted and performed. Thus, any purely text-based analysis is going to be incomplete by its very nature. Macbeth is dynamic, and the intricacies and subtle nuances which characterize Macbeth's reaction to the witches will rely, in large part, on the performative and interpretive instincts of whatever actor and director bring the character to life in any given production. Even so, it is still possible to trace certain key observances directly from the text, based on the words written on the page.

First, note that Banquo himself describes Macbeth as captivated (the exact word he uses is "rapt"). With this in mind, it is also worth observing just how little Macbeth speaks during these initial interactions with the witches, and that, when he finally does break that silence, it is for the purpose of receiving clarification. The full psychological intricacies and nuances present throughout this encounter might be subject to interpretation, but Shakespeare's text still provides a definitive outline which shapes and guides that interpretation, by which Macbeth is seemingly held spellbound by the witches. They clearly command his attention, even as he cannot seem to make sense of their message for him.

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When Macbeth first hears the witches' prophecy, he is somewhat startled and taken aback. He has been greeted by the Weird Sisters with talk of honors and a future so glorious that he's genuinely at a loss for words. But when Macbeth collects himself, he is suitably intrigued and is keen to find out what else the witches prophesy is in store for him:

Stay, you imperfect speakers, tell me more.

Macbeth wants to know how the witches can address him as Thane of Cawdor when the current holder of that title is still alive. As for the idea of his being king, that's completely ridiculous. But notice that Macbeth doesn't turn on his heels and leave the witches on hearing such a preposterous suggestion. Instead, he asks the Weird Sisters where they learned such strange things:

Say from whence
You owe this strange intelligence, or why
Upon this blasted heath you stop our way
With such prophetic greeting. Speak, I charge you.

But of course the witches are not about to reveal their innermost secrets to Macbeth or to anyone else. So instead of telling him how they know that he will be Thane of Cawdor and king of Scotland, they vanish into a puff of smoke, leaving Macbeth feeling puzzled and confused but, most importantly, intrigued. As the witches intended, the seeds of ambition have been firmly planted in Macbeth's mind, and there's to be no turning back from here on in.

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When Macbeth first meets the witches and hears their prediction, Macbeth questions the witches, demands more from them, and then ponders what the prophesy might mean.  Macbeth's only large speech here directed totally to the witches shows his interest in their prophesy, for he begs them three times for more information before demanding more.  Between lines 70-78, Macbeth says, "tell me more," "I know I am Thane if Glamis; / But how of Cawdor?" and "say from whence you owe this strange intelligence."  When the witches don't answer, Macbeth finally demands the answer from them.  "Speak, I charge you!"  Of course, the witches choose this perfect moment to vanish, leaving Macbeth to his thoughts.  The rest of the scene reveals Macbeth's newfound obsession with the discovery.  Even Banquo notices that Macbeth is "rapt" in discussing this strange happening.  In reasoning within his own mind what the prophesy might mean, Macbeth's first pangs of vaulted ambition can be found.  Watch out Duncan!

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When Macbeth first hears the witches' prophecies, he is startled and fearful. Banquo notices that Macbeth seems shaken and transfixed by what he has heard. He doesn't reply first to what the witches have said; Banquo responds first. Macbeth recovers and orders the witches to stay and tell him more. He wants to know how he can be Thane of Cawdor when that man still lives. He says he can be King no more than he can be Cawdor. He wants to know where the witches got their information and why they have told it to him and Banquo. He orders them to give him answers to these questions. When the witches disappear instead, Macbeth is filled with regret: "Would they had stayed!"

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Banquo asks if the witches are dead or alive. He also notes that they seem to be women but they have beards. Macbeth is equally unsure what they are, so he asks. They do not answer this, leaving the suspense in the air. This series of dichotomies is central to the play. These things seem dead and alive, male and female, fair and foul. Macbeth will deal with his own internal conflict of dichotomies as well. The witches proclaim Macbeth as the Thane of Glamis, the Thane of Cawdor, and the future king. 

Macbeth's first reaction is fear. Banquo points this out. "Good sir, why do you start, and seem to fear, / Things that do sound so fair," (I.iii.54-55) Macbeth adds that he can not imagine being king, let alone the Thane of Cawdor. When Ross informs Macbeth that he is the new Thane of Cawdor, Macbeth's fear fades a bit, but he is still unsure about the implications of what the witches have said. He says "It cannot be ill, cannot be good." Contemplating this, his fear returns as he considers murder as a route to become king. But then he considers letting things happen on their own. Macbeth is conflicted about these prophecies. Macbeth will continue to battle this inner conflict (fair and foul, ill and good) throughout the play. 

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