Why is it important that Macbeth should first be presented to us as a brave and honored soldier?
Remember, Macbeth is a tragedy, so it is important for Macbeth to be introduced as a hero in the play to not only develop character but to develop the plot of this tragedy. The entire plot is based on Macbeth's tragic fall from a hero to a nefarious thane who plots the murder of the very king for whom he fought like "valor's minion" in protecting him and his country. This change both mystifies and entertains the viewer causing the viewer to question the reasons for Macbeth's metamorphosis.
Macbeth's overwhelming physical prowess, including his skill on the battlefield is related by the "wounded captain" in the first Act primarily as a way of firmly constructing the character of the Scottish warrior.
Character drama, rather than plot, eventually "moves" Shakespeares plays along. Macbeth as a character is also defined by his essential "character flaw," his hamartia, or Achilles Heel, if you will. This is another feature of Shakespeare's leading characters...think of Hamlet's indecision.
Macbeth's character flaw, the thing which undoes him after the murder of Banquo, is his nagging doubt or guilt. The juxtaposition between the "ruthless and mighty warrior" on the one hand and the anxious fretful and superstitious relic of himself on the other.
Tragedy, in an Aristotelian/ Horatian sense, is always about the decline in the material fortunes of those who are better than us. As such, simply put, Macbeth, as a leading character in a classical tragedy, must be materially fortunate. Casting him as a conquering hero does the trick and sets the stage for the remainder of Shakespeare's narrative.