During the Elizabethan Age, people believed very strongly in the supernatural realm because it was an important part of the Great Chain of Being since whatever affected one realm affected others. Moreover, Elizabethans strongly believed in ghosts and their influence in the lives of humans.
Shakespeare's use of ghosts in Macbeth greatly furthers the character development of Macbeth himself as well as progressing the plot and playing to the beliefs of his audiences. For, Macbeth is a tragedy of the imagination as "Nothing is what is not" for Macbeth and the phantasmagoric realm, a constantly shifting of things seen and unseen, drives both character development and plot. Certainly, too, this supernatural realm of ghosts and apparitions greatly enhances interest in the narrative of the play as the witches predict various changes and influence Macbeth's imagination until he envisions daggers and the ghosts of those he has murdered. Also, the witches' prophesies certainly seduce Macbeth--
If chance will have me King, why,
chance may crown me,
Without my stir. (1.3)---
and lead him into his unnatural and murderous state as he imagines that Banquo's ghost wishes to avenge itself and, later, that Birnam Wood moves toward him for his defeat by Malcolm.