Macbeth has many doubts in Shakespeare's Macbeth. First he has misgivings about first killing Duncan. Then he has concerns about losing the throne and Banquo's part in it. Finally, he experiences doubts about the witches' prophecies at the end when the seemingly impossible events that can lead to his destruction begin to take place.
After the witches have delivered their first prophecies to Macbeth, he writes home telling his wife what has been said and what has happened—he was named Thane of Cawdor as the witches promised. Believing that Macbeth is to be King (and that she will be Queen), Lady Macbeth begins to make plans for the murder of Duncan. When her husband arrives home, she makes it clear that Duncan will visit them overnight, but he will not live to see the sun rise the next day.
When next they speak at the end of Act One, Macbeth has his doubts about moving forward, and tells his wife:
We will proceed no further in this business:
He hath honor'd me of late, and I have bought
Golden opinions from all sorts of people,
Which would be worn now in their newest gloss,
Not cast aside so soon. (I.vii.34-38)
Lady Macbeth is furious; she rants at him and insults him. In time, because of his boundless ambition and his wife's constant "encouragement," he does, in fact, take Duncan's life.
In Act Three, scene one, Macbeth has doubts regarding Banquo. He is afraid that he cannot trust his friend not to be an honorable man and tell others about the witches' predictions—which would expose Macbeth's motive to kill the Duncan. In light of this, he is afraid that he may lose his throne. Being King is important, but remaining so is essential. (While Banquo lives, Macbeth's place on the throne is not assured.)
To be thus is nothing,
But to be safely thus. Our fears in Banquo
Stick deep, and in his royalty of nature
Reigns that which would be fear'd. ’Tis much he dares,
And, to that dauntless temper of his mind,
He hath a wisdom that doth guide his valor
To act in safety. There is none but he
Whose being I do fear... (52-59)
By the end of the play, Macbeth is covered by the sin of the blood he has shed. His followers have left him and even those who fight for him have stopped in the middle of a battle to join with Malcolm. All Macbeth has left is his wife and the witches' predictions. Then Lady Macbeth kills herself over her guilt for all the evil acts they have committed.
Macbeth fights his doubts about the witches' words as "Great Birnam Wood" seems to move to "high Dunsinane hill." However, he refuses to discard all hope. He meets Macduff—prepared for battle— and tells him that Macbeth cannot be beaten by someone "born of a woman."
...I bear a charmed life, which must not yield
To one of woman born. (V.viii.15-16)
It is not until Macduff tells the tyrant that he was born by Cesarean section that doubts begin to assail Macbeth. Macduff says:
Despair thy charm,
And let the angel whom thou still hast served
Tell thee, Macduff was from his mother's womb
Untimely ripp'd. (17-20)
In fact, all of the witches' second set of predictions were half-truths delivered to Macbeth to give him a "false sense of security." Nothing they have said to him was factual, and Macduff is able, in fact, to kill Macbeth.
In all of these situations, Macbeth's doubts are well placed: had he listened to his worries and misgivings to begin with, Duncan would not have died, and Macbeth would not have lost all he had.