In Shakespeare's Macbeth, what is the first apparition, and how does it warn Macbeth?

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The first apparition takes the shape of an "armed head": this means that it is a disembodied, floating head that is wearing an armored helmet (like the kind one might wear to fight in a battle). This shape actually operates as foreshadowing, as Macbeth will eventually be beheaded by Macduff, the very person against whom the spirit warns him, during such a battle. Before the apparition vanishes, it says to him,

Macbeth! Macbeth! Macbeth! Beware Macduff.
Beware the thane of Fife. Dismiss me. Enough.

Thus, the apparition tells Macbeth that he should watch out for Macduff. This statement actually makes Macbeth even more aggressive; he decides that he will kill Macduff, but when he learns that Macduff has fled the country for England, he decides, instead, to murder Macduff's wife, children, and even his servants. It is this action that compels Macduff to vow to kill Macbeth himself when, before, their antagonism did not seem quite so personally motivated.

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In Shakespeare's Macbeth, the first apparition in Act Four, scene one, is an armed head. This apparition (image) that appears out of the pot in which the witches have woven their spell represents Macduff.

The first apparition delivers the following prediction:

Macbeth! Macbeth! Macbeth! Beware

Macduff;

Beware the Thane of Fife...(78-80)

Macbeth is thankful for the warning, which confirms his suspicions of Macduff.

MACBETH:

Whate'er thou art, for thy good caution, thanks;

Thou hast harp'd my fear aright. (81-82)

He already has concerns about the Thane of Fife because he did not attend the banquet the night Macbeth had Banquo murdered. However, the next apparition tells Macbeth that no one can defeat him that was born of a woman. Since literally this cannot be true, Macbeth believes Macduff is really not a worry, but will order his assassination and that of his family—just in case.

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When Macbeth enters the scene, he demands that the Three Witches give him more information about his future, and they proceed to show him several apparitions, which are misleading and give him false confidence. The first apparition that the witches summon is a floating head with an armored helmet. According to the witches, the armored head has the ability to read Macbeth's mind and the apparition proceeds to give Macbeth his prophecy by saying,

Macbeth! Macbeth! Macbeth! Beware Macduff. Beware the thane of Fife. Dismiss me. Enough. (4.1.72–74)

Macbeth is appreciative of the apparition's prophecy and confirms that the armored head correctly read his thoughts regarding his fear of Macduff. Macbeth is aware that Macduff is his enemy because he did not attend his coronation and there are rumors that he supports Malcolm's rightful kingship. The first prophecy in act four, scene one, will come true during the final battle when Macduff informs Macbeth that he was "untimely ripped" from his mother's womb and proceeds to decapitate him.

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InMacbethby William Shakespeare, Act IV, scene 1 begins with the witches' preparation of a magic potion.  When Macbeth arrives, he wishes to find answers to the witches' prophecies, calling for them to reveal their sources: "Call 'em, let me see 'em!" (68)

The first apparition appears as an armed head, who "knows thy thought" (69).  According to the first witch, the apparition has the gift of mind-reading.  The armed head warns Macbeth "beware of Macduff, beware the thane of Fife" (78-80). 

Macbeth is thankful, but curious.  The head "has harped [Macbeth's] fear aright" (82).  His hopes of asking another question are dashed by the first witch who tells him, "he will not be commanded" (83).

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In this scene, Macbeth goes to ask the witches for some more prophecies.  They do their famous "double, double, toil and trouble" bit and conjure some evil apparitions to talk to Macbeth.

The first one is an "armed head" -- a head in armor.  It simply tells Macbeth to beware of Macduff.  Macbeth tries to tell it to give him more information but it will not.  The witches tell him that he cannot order the apparitions to do stuff so he should just shut up and listen to them (they can read his thoughts, for one thing).

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