All these examples come from the actual text of Macbeth.
1. The witches' prophecy to Macbeth appears to be a blessing and promise him riches and power. However, through the murder he commits to become king, he loses his friends, his wife and his life.
2. Duncan has a hard time telling good people from bad ones. He trusts the traitorous Thane of Cawdor and later the wicked Lady Macbeth even after he has admitted that he cannot tell by looking who is good and who is evil.
3. Lady Macbeth believes that she will gain power, money and prestige through being queen. However, she really loses her mind and kills herself when she becomes guiltridden.
4. Malcolm thinks that he will make a terrible king. He argues with Macduff against returning to Scotland and taking his throne. However, at the end of the play, he seems to be quite capable of reestablishing order to the kingdom.
The fourth illusion is incorrect. Malcolm does not believe that he will be a bad king: he is simply testing Macduff. He is creating an illusion for Macduff that Malcolm will be a bad king, but Malcolm knows that he is not.