In addition to the excellent answer above, the supernatural in act 4.1 of Macbeth serves functions such as contributing to the play's imagery and adding unity.
Blood is often present in Macbeth, from the description of the battle by the bloody Captain in Act 1.2 to the bloody dagger Macbeth envisions in Act 2.1 to both Macbeth and Lady Macbeth obsessing over blood on their hands, etc. In Act 4.1, blood imagery is contributed to in the form of the Bloody Child. This Second Apparition also adds to the play's imagery of children: most notably, the slaughter of Macduff's son in Act 4.2, in which imagery of blood and imagery of children come together, just as they do in Act 4.1.
Repetition adds unity to any work, of course, and this play is no exception. The theme of the supernatural is repeated in Act 4.1, after having been first introduced in Act 1.1, as is the capacity of the witches for making predictions. The theme of equivocation is repeated here, as well, which will become evident later in the play. The idea of Banquo's heirs reigning is repeated and made concrete by imagery, as well. And, of course, the imagery of blood and children adds unity.
These are some of the roles, or functions, of the supernatural in this scene.
In Macbeth Act IV Scene i, Macbeth is shown the following supernatural apparitions. The apparitions also speak prophecy.
The first apparition is a head with a helmet on it. It warns Macbeth to beware of Macduff. Macbeth thanks the apparition and indicates it has confirmed his fears. He attempts to speak further with the apparition, but the Witches tell him it will not be ordered about, and he should simply listen because the apparitions know what he wants.
The second apparition is a bloody child. It tells Macbeth that no man born of a woman can harm him. Macbeth reacts in an overconfident way, commenting that he has no need to fear Macduff any longer. However, to ensure his safety, he plans to kill Macduff anyway.
- Third Apparition: a Child crowned, with a tree in his hand: "Macbeth shall never vanquish'd be until Great Birnam wood to high Dunsinane hill Shall come against him."
A child appears with a tree in its hand. It tells Macbeth not to worry because no harm can come to him until the woods of Birnam come to his castle at Dunsinane. Macbeth is pleased by the prophecy because he believes a forest could never move itself closer to his stronghold. He concludes that he will live a full life and die a natural death.
- A show of Eight Kings, the last with a glass in his hand; GHOST OF BANQUO following
Macbeth wants to know if Banquo’s heirs will ever be Kings of Scotland. Eight kings appear, led by Banquo. It seems that Banquo is claiming them as his kin. The final king has a mirror that reflects an even longer line of kings. The sight of the long line of kings who are Banquo’s heirs greatly distresses Macbeth, searing his eyes. He demands the Witches to confirm if the vision tells the truth, to which they answer that it does.