In Shakespeare's Macbeth, the first person who thinks about his future is, obviously, Macbeth. This happens when the witches make their first set of predictions to him, and the "Thane of Cawdor" prediction comes true immediately.
Banquo also is curious about his future because he asks the witches what predictions they have for him. However, where Macbeth takes the Weird Sisters' words to heart, Banquo is curious like one might be of a carnival or magic trick, but he doesn't lose sight of the facct that the witches are evil. When Macbeth becomes the Thane of Cawdor, Banquo asks himself, can evil speak the truth? He knows better.
Lady Macbeth thinks about her future. She is the driving force behind having Duncan killed: she wants to be queen, and it won't happen if Duncan doesn't die.
Macduff thinks of his future toward the end of the play, but only in that he wants to live long enough to kill Macbeth and take his revenge for the deaths of his family members at the hands of Macbeth's assassins.
Early on, Malcolm and Donalbain look to the future in fleeing Scotland when there father is murdered so they are not murdered, too.
At the end, Malcolm seems to think about the future, but mostly in how he can serve Scotland—not necessarily about himself.