The first step in this essay assignment is to develop a thesis statement, a claim about fear in Macbeth that others might dispute but which can be explained by reason and supported by evidence. There are several possible thesis statements regarding the theme of fear. Let's brainstorm a couple.
One possibility would look at fear as a driving force toward wrong choices. Macbeth fears the witches, yet he finds his fear appealing in a way, so he speaks to them and listens to them. He fears killing Duncan, yet his fear does not prevent him from doing the deed because he has an even greater fear of missing out on kingship. Then he fears that Banquo and his son will deprive him of his kingship, so he has them murdered as well. Lady Macbeth also discovers fear, but not until it is too late to prevent her from planning and taking part in Duncan's murder. Only after the fact does she become afraid of the blood she sees on her hands, and her fear drives her to suicide.
Another possible thesis revolves around the idea of fear as a tool for manipulating others. The witches certainly use fear in this way against Macbeth and even Banquo. Lady Macbeth does, too, driving her husband on to murder by challenging his courage and calling him a coward. Banquo's ghost and Macduff also use fear as a tool, even a weapon, against Macbeth.
When the thesis is firmly in place, the next step for an essay is to gather evidence and explanations. Read the play through carefully, noting all the sections that support the thesis. Highlight quotations that seem especially apt. To illustrate Lady Macbeth's use of fear as a tool, for instance, one could quote her command to Macbeth, "But screw your courage to the sticking-place, / And we'll not fail," or her implication that he has a "heart so white" that he is a coward. One might also quote Lady Macbeth to support the thesis that fear is a driving force that drives her toward suicide. "Out!" she cries as she tries to wash the invisible blood from her hands. She claims not to be afraid, yet she says, "Yet who would have thought the old man to have had so much blood in him." Now the blood is on her, and it terrifies her more than her mind can handle.
With the thesis statement and evidence in place, it is time to make an outline to organize the essay. Be sure that the evidence is organized logically. With either of these possible theses, a character-by-character analysis would probably be best to show how each character either is affected by or uses fear. With this preliminary work accomplished, the essay should flow quite smoothly.