The incident with the dagger shows that Macbeth is not convinced of how he should act, and responds to supernatural or perceived stimuli.
Macbeth is trying to decide what to do when he sees the dagger.
Is this a dagger which I see before me,
The handle toward my hand? Come, let me clutch thee.
I have thee not, and yet I see thee still. (Act 2, Scene 1)
Macbeth wonders if the dagger sighting is the product of a “heat-oppressed brain.” Is he imagining it? Is it a sign? He is already susceptible to supernatural intervention, because he responded to the witches’ prophecies. He has magic on the brain, so to speak. When trying to decide if violence is the answer to his problem, he sees the dagger as confirmation. He does not want to kill Duncan, but he almost feels as if he should because he has been told to do so.
These events confirm that Macbeth is highly suceptible to suggestion. It seems that he has a great deal of trouble making up his own mind, and needs someone else to do it for him. Whether witches, Lady Macbeth, or floating daggers, Macbeth waits for someone else to tell him to make his move.