One of the main messages to me is that you should not take things just because you want them. As the saying goes, be careful what you wish for. People should work hard to get what they want, and not just reach up and take it. Nothing good can come of that.
I'm not sure I could boil this play down to a single message! There are lots of ways you could look at the play as telling you something. There's quite a simple storyline, after all: Macbeth, a feared warrior on the battlefield, after hearing some prophecies from three witches, and being persuaded by his wife, kills the king. He becomes king, and descends into tyranny, killing at will anyone who he feels threatens his regime. His wife goes mad, and he is haunted by his imagination. He ends up killed on the battlefield.
What is the message conveyed? Don't kill the king. Don't believe in magic. Never trust people who prophecise about fate: fate comes true regardless of what you do!
Perhaps, more significantly, the play argues that the deeds you do come back to haunt you: that, rather like in "The Tell-Tale Heart", your imagination is naturally programmed to activate horrors if you do something you regret.
Perhaps the play is about what happens if you are relentlessly ambitious: that there's no such thing as "stable" if you get there by the wrong means - there'll always be someone else who needs to be killed.
And remember, Macbeth is also a play interested in witchcraft, in the question of whether witchcraft is real and powerful, and interested in dark arts. Some people even think the play itself is cursed - or its words form a curse.
It's all of these things at the same time. You could write a good essay about any of them. My advice would be - focus on what you think.