What does Banquo and Lady Macbeth's character within Act 2 scene 3 reveal about their personality? How the dialogue by both characters reveal key facts about their personality.

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Act II scene III begins with knocking.  MacDuff and the rest of Duncan's cortege have arrived at Inverness (MacBeth's castle, remember they name their castles) to waken the king.  The audience of course has just seen Macbeth brutally kill the king, so they are sitting on the edge of their seats wondering what will happen when MacDuff tries to wake up his king.

The scene also shows more insight into who our characters really are.  Banquo has been mostly out of the picture since the witches’ premonition.  However, his reaction to the death of his sovereignty shows the compassion and love he had towards his leader.

It is MacDuff who delievers the bad news to Banquo:

O Banquo, Banquo, Our royal master’s murdered!
Banquo's surprised and reaction of complete disbelief shows the audience what a true and devoted subject he was of the former king.  He pleads with MacDuff to take back the words. He cannot believe that the news is true.
Too cruel any where. Dear Duff, I prithee, contradict thyself, And say it is not so.

Lady MacBeth does not have as honest a response to the news.  Of course she knows exactly what has happened to Duncan, but she comes on stage upset that she was awakened by the noise downstairs pretending that she has no knowledge of the evening's events.

What’s the business,

That such a hideous trumpet calls to parley The sleepers of the house? Speak, speak!
MacDuff must also tell her the news, but believing she is a gentle, weak woman he is afraid that she cannot handle the news.
O gentle lady, 'Tis not for you to hear what I can speak: The repetition, in a woman’s ear, Would murder as it fell.
Lady MacBeth pretends to be confused asking "Woe, alas! What, in our house" or What? How could something this bad happen in our house.  She carries her act farther pretending to faint and having to be attended to by the men present. The words and actions of the characters show us that Banquo is a loyal subject of his sovereign while Lady MacBeth is willing to be deceitful and lie to protect herself and her husband.
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