What is Macbeth scared to think about ?
Your answer depends on where you are in the play. So, I'll focus on the first example. In the beginning Macbeth learns from the witches that he will become the next Thane of Cawdor and will eventually become king of Scotland. When Macbeth is pronounced the Thane of Cawdor, he immediately assumes that the next prophecy--his becoming king--will come true.
I am Thane of Cawdor:
If good, why do I yield to that suggestion
Whose horrible image doth unfix my hair
And make my seated heart knock at my ribs,
Against the use of nature? Present fears
Are less than horrible imaginings.
The thought of murdering Duncan has crept into his mind, and the thought of committing such an action horrifies Macbeth. He, like Lady Macbeth, knows the "nearest way" to become king is to slay Duncan, but unlike Lady Macbeth, Macbeth is afraid to consider such a deed. This fear becomes quite ironic as the play develops, for Macbeth begins to kill without such hesitation.