There are multiple quotes one can find in Macbeth which speak to the fact that Macbeth's intense imagination adds to the tragic nature of the play.
In scene three (of Act V), Macbeth is speaking with a servant who has come to bring him news on the attack of his castle. Macbeth is so caught up in defending his beliefs on the prophecies that he gets caught up in his own conversation.
The devil damn thee black, thou cream-faced loon!
Where got'st thou that goose look?
13 There is ten thousand—
Here, Macbeth seems to believe that there are ten thousand geese getting ready to attack Inverness.
Later, in the same scene, Macbeth is speaking to Lady Macbeth's doctor. he asks the doctor how his wife is doing and the doctor replies that she is not sick. Instead, she is "troubled with thick-coming fancies." Macbeth tells the doctor to "cure her of that." Again, Macbeth's overly active imagination believes that his wife only needs a "sweet antidote" to be cured.
Raze out the written troubles of the brain
And with some sweet oblivious antidote
Cleanse the stuff'd bosom of that perilous stuff.
Macbeth seems to honestly believe that her "illness" is not very serious. Therefore, this is another example of how Macbeth's imagination lends to the tragic nature of the play. Given Macbeth does not take his wife's illness more seriously, she ends up dying (not that anything really could have been done).
Lastly, and the most important example which supports the fact that Macbeth's intense imagination leads to his demise, is the fact that he clings to the fact that no man born of woman will harm him.
I bear a charmed life, which must not yield
To one of woman born.
Macbeth, by stating this, actually believes (his imagination has led him to believe this)that no man can ever harm him. Unfortunately for Macbeth, his trust in his imaginative thoughts leads to his death. Unbeknownst to him, Macduff was born by Cesarean Section--therefore, not of woman.