There are a few significant points to make about this conversation. The first is that, immediately, Macbeth begins to speak about blood and the retribution, the sense of "an eye for an eye" that comes of murder. He says, "It will have blood, they say. Blood will have blood." This foreshadows the future murders that Macbeth will commit, but also his own demise.
And then his mind goes to Macduff, who refused to attend his banquet in honor of his being crowned King. He confides his schemes to Lady Macbeth:
There's not one of them, but in his house
I keep a servant fee'd. I will tomorrow
. . .to the weird sisters.
More shall they speak; for now I am bent to know
By the worst means, the worst.. . .I am in blood
Stepp'd so far that, should I wade no more,
Returning were as tedious as go o'er.
So, he is already spying with distrust upon his fellow thanes and planning to prepare his future actions based upon more prophesy and prediction from the witches.
He also hints that all is not well in his mind when he says, "Strange things I have in my head that will to hand," and the scene even alludes to the condition that will evade Lady Macbeth and contribute to her mental unbalance later in the play -- sleep.
You lack the season of all natures, sleep.
Come, we'll to sleep. My strange and self-abuse
Is the initiate fear that wants hard use.
We are yet but young in deed.
And with these words, Macbeth sets himself upon the endless path of murder and backstabbing, all in a vain attempt to hold the title of King of Scotland.
In Shakespeare's Macbeth, in Act III, scene iv, Macbeth has just arranged for the murder of Banquo, and the murderers report their success. Macbeth then shares his upcoming plans with Lady Macbeth.
Banquo's ghost appears twice, and each time, Macbeth goes insane. Lady Macbeth criticizes and insults him for his behavior. After his second outburst, Lady Macbeth dismisses their guests.
Macbeth then asks after Macduff, and wonders why he did not come to the party. We have our first indication that Macbeth is not sharing everything with is wife in that she had no knowledge that Macbeth had sent for/invited Macduff to their feast.
A second indication that Macbeth is not as forthcoming with his wife as he has been in the past is when he tells her that he has spies in households everywhere.
Macbeth does share his plans for the next day—with his wife and the audience. He will visit the witches for further information.
Lady Macbeth shows more concern for him than we have seen before, telling him he really only needs a good night's sleep.
(Over time, Macbeth will become the stronger of the two, and Lady Macbeth the weaker, guilt-ridden one: this is completely opposite to how they acted at the beginning of the play.)
In this short segment of the play, we find that Macbeth is trying to rely more on himself; Lady Macbeth seems more concerned for him, and is starting to be left out of the "loop." This is the beginning of a major shift in their marriage.