Macbeth is a disturbed character because he has visions of things that are not there.
Macbeth hallucinates on several occasions during the play. These instances do not usually make him a sympathetic character. Instead, they reinforce the depravity of his character through the actions he takes.
The first vision Macbeth has is that of the floating dagger. When he sees it, he is not sure if he is sick.
Or art thou but(45)
A dagger of the mind, a false creation,
Proceeding from the heat-oppressed brain? (Act 2, Scene I, p. 27)
This is one point in the play where we might feel sympathy for Macbeth, because he is clearly struggling with the idea of whether or not to kill Duncan. He has convinced himself that Duncan does not deserve it, and it is a bad idea anyway. In the end, Macbeth decides that the dagger is drawing him on, and guiding him. He sees it as a sign. He goes on with his plan.
Any sympathy we had for him is short-lived. Macbeth hires murderers to kill Banquo, and then has a vision of his ghost during a banquet. His guilt might be getting to him, or it might just be the same madness that led him to kill Duncan in the first place.