In Gothic literature, nearly every character has a double or foil. Symbols and imagery, even settings, are likewise doubled to show the dual nature of humankind.
Macbeth carries one dagger to murder Duncan. He sees an imaginary dagger which "marshals" him the way to Duncan's chamber. So, the real Macbeth and dagger are imitating unreal, or supernatural, action of the imaginary one.
After the murder, Macbeth carries out the two daggers that he was supposed to have left with the two groomsmen (Duncan's attendants that Lady Macbeth drugged). Lady Macbeth chides Macbeth for bringing them out, and she has to go back into the chamber when Macbeth refuses to look on what he has done. She says,
Certainly one dagger would have sufficed to kill the king while he was sleeping, and Macbeth was led into the room where the king was by only one, imaginary dagger and then he drew one he had.
One explanation is a dramatic one. After the murder, when Macbeth comes to Lady Macbeth, he has a dagger in each hand. Blood is dripping from each dagger, and bllod is all over each hand. And, as mentioned above, Lady Macbeth is not too pleased to see how her husband has already messed up. After she goes back with the daggers to "smear the grooms with blood, Macbeth says:
What hands are here? Ha, they pluck out mine eyes!
Quite a dramatic vision that comes as Macbeth, with both of his hands, smears his eyes and face with the blood of the dead King.
What is most likely, however, is that he brought back with him the daggers he had taken from the sleeping grooms. It was those daggers which were supposed to be the murder weapons, as Macbeth's idea was to frame them for the murder. That's why they had to be returned to the grooms by Lady Macbeth. Those daggers were a vital part of the plan.
Macbeth murdered King Duncan with daggers he took from both the grooms. Part of the murder plot was to frame the two grooms for the assassination. It had to look as if both men were guilty; otherwise one of them could get off--the one whose dagger was not bloody. This groom could bear witness that the other groom was innocent too. He would probably be believed because (1) he was regarded as innocent, (2) he was with the other man constantly, (3) he was the only witness. Macbeth used both daggers for the assassination to make sure both would be covered with blood. He was supposed to leave the daggers with the grooms, but he was in one of his trance-like states and brought the daggers back with him. His wife sees them in his hands and says:
Why did you bring these daggers from the place?
They must lie there. Go carry them, and smear
The sleepy grooms with blood.
But Macbeth has lost his nerve. He replies:
I'll go no more:
I am afraid to think what I have done;
Look on't again I dare not.
Whereupon Lady Macbeth says:
Infirm of purpose!
Give me the daggers. The sleeping and the dead
Are but as pictures; ’tis the eye of childhood
That fears a painted devil. If he do bleed,
I'll gild the faces of the grooms withal,
For it must seem their guilt.
Shakespeare chose not to try to show Macbeth actually murdering the King. But he wanted to suggest the horror of that incident by showing a great deal of blood afterward. Macbeth is carrying two bloody daggers, and his hands are smeared with blood. When his wife returns from planting the daggers on the grooms, her own hands are bloody and it would appear that she deliberately smears blood on her gown when she says:
My hands are of your color, but I shame
To wear a heart so white.
Suiting the action to the word (as Shakespeare advises the players in Hamlet), Lady Macbeth would probably wipe one hand across her breast with the word "shame" and the other hand across the other breast with the word "white." It would be a striking effect to wipe incriminating blood on her gown with "shame," because it would suggest that she was not ashamed or afraid; and it would be equally striking to wipe red blood on her gown with the word "white." She would undoubtedly be wearing her nightgown already.
Husband and wife both display their hands to each other, to make sure the audience sees as much blood as possible. Macbeth really anguishes over his bloody hands. He says they pluck out his eyes and that all great Neptune's ocean won't be able to wash the blood off them.
Shakespeare wanted the audience to see the bloody daggers to impress them that a terrible murder had been done. This might be called irrefutable circumstantial evidence. The display for the audience was the playwright's main reason for having Macbeth forget to leave the weapons with the sleeping grooms. But this gives Lady Macbeth a motive for handling the daggers and returning with her own hands covered with Duncan's blood. The audience will get almost as strong an impression of horror from this scene as if they saw the King actually being murdered--in fact, it might make an even stronger impression because the murder would have to be done in silence, whereas the bloody scene between husband and wife is filled with powerful dialogue and then interrupted by the ominous knocking at the gate.
And, as mentioned above, Lady Macbeth is not too pleased to see how her husband has already messed up. After she goes back with the daggers to "smear the grooms with blood"
This offers the audience a further chance to see Lady Macbeth's ruthlessness - her reaction upon seeing the dead king and grooms is vastly different to Macbeths and shows a darker side to her.