In the final act of Shakespeare's play, things are starting to fall apart for the title character. Lady Macbeth has become mentally unhinged and is walking in her sleep. Not only is Macbeth's life at home growing more unstable, but his life in the military field is also experiencing problems. As Angus points out in Act 5, Scene 2, Macbeth's army is not following him because they love him, but because they are obedient to his commands.
Despite the various problems Macbeth faces, he still continues to think that he cannot be defeated. This belief stems from the experience he has had in Act 4, where Macbeth hears prophecies that gave him great confidence.
The Second Appartion tells him that he will not be harmed by anyone "of woman born." Furthermore, according to the Third Apparition,
Macbeth shall never vanquish'd be until
Great Birnam wood to high Dunsinane hill
Shall come against him.
Given these prophecies, Macbeth believed that he would be invincible. How, after all, could an entire forest attack him? How could he be harmed by someone who was not "of woman born"? Later, of course, he discovers that Birnam wood can move and that Macduff "was from his mother's womb / Untimely ripp'd" (i.e., he was born via Caesarian section and therefore, in the view of the Second Apparition, technically not born from a woman.