Macbeth himself is a study of evil. He starts off as a fundamentally decent man. He is a loyal cousin and subject to his king, Duncan, and he personally likes and respects Duncan as a good ruler. As the play opens, his fearless fighting results in his killing a rebel who challenged Duncan's rule. He is a fine warrior, a man of courage, a good husband, and a good friend to Banquo. Like all tragic heroes, however, Macbeth has a fatal flaw; in his case, it is his ambition that brings him to ruin.
When Macbeth hears and believes the prophecy that he will become king of Scotland, it plays on his deepest desire. He wants to be king very, very badly. But even after he tells his wife that he is willing to murder Duncan to get the throne, his essential decency and good sense kick in, and he decides not to do it.
At this juncture, we see how other people can tip a person into evil. Lady Macbeth is also very ambitious, and she wants badly to be queen. She knows how to manipulate her husband, and she is able to push him back into doing the evil deed.
From then on, Macbeth becomes progressively harder and more ruthless. He loses his conscience and becomes wholly evil, even to the point of having young children murdered. The play is cautionary: it shows that once a person takes the first step down an evil path, his life becomes worse and worse. Macbeth ends up not only depraved but miserable. He doesn't like being king, he loses his wife to suicide, and life ends up having no meaning for him.
Interestingly, it is women—the witches and his wife—who push him along his tragic path, but ultimately, Macbeth is responsible for his own decisions.