The first scene of this play is very carefully crafted and uses multiple literary devices to convey the themes of appearance versus reality and the inversion of things, which will fill the rest of the play. The stage is set for a sense of doom symbolized by the bad weather, "in thunder, lightning or in rain."

Meanwhile, the witches uses parallelism ("when shall we three..." "When the hurlyburly..." "When the battle...") to enhance the sense that they are chanting a sort of ritualistic prophecy (or curse). We also see the use of a chorus—a feature borrowed from Greek tragedy—to emphasize one particular section of dialogue which is pronounced by all of the witches together, underscoring the fact that this is the most important feature of all they have said: "Fair is foul and foul is fair..."

This idea, stated here through the use of chiasmus and oxymoron, is the core of the whole play to follow: things are not what they seem, and what first appears to be bad may actually be good, and vice versa.

As pointed out in the previous answer, this opening scene of the play uses the imagery of thunder and lightning. This is an example of pathetic fallacy, a traditional and common literary device whereby the state of nature reflects what is going on in the world of the human characters in the story. The storm in the heavens mirrors the storm that is brewing among the characters, and most of all in the heart of the titular character.

At the very beginning of this play, then, we get a sense of an upheaval in the natural order of things. This reflects the unnatural events that are about to transpire in which an esteemed general kills his much-loved king and kinsman, encouraged by his wife who appears to deliberately  to 'unsex' herself, to put off traditional feminine qualities of softness and tenderness. This sense of the overthrow of the natural order is further enhanced with images of bloody children (conjured up by the witches, and imagined by Lady Macbeth), hallucinations of bloody swords, walking woods and men 'untimely ripped' from the womb (Macduff). All of this springs from Macbeth's unnatural desire to kill his king, and colours the entire play from the start.

The use of dialogue in this first scene is also notable. The witches' conversation is quite terse and cryptic and made more memorable by the use of alliteration, the repeating of consonants at the beginning of words, as in the famous line: 'Fair is foul, and foul is fair'.

In the first scene of Macbeth, Shakespeare uses the imagery of thunder and lightning as the three Witches enter to suggest the tumult that is about to occur in Scotland. The sisters speak in rhymes: "When the hurlyburly's done/When the battle's lost and won." They also speak in contradictions, including the "lost and won" line, and later in the scene, where they all sing together "fair is foul and foul is fair." Through these paradoxes, Shakespeare may be suggesting the deception and duplicity that will characterize the events of the play. The descriptors "foul" and "filthy" emphasize the evil of the witches, as well as the mischief they will perpetrate. Overall, Shakespeare uses this scene to foreshadow the terrible events that are to come.