Context

The Jacobean context that shapes Macbeth: James I, the divine right of kings and the Great Chain of Being, the Gunpowder Plot,
James's interest in witchcraft (Daemonologie), and the play as a tragedy written for a Jacobean audience.
How to use this context in an answer about the play rather than as background.
Tragedy: the tragic hero, hamartia and catharsis, and how Macbeth fits the pattern.
The North Berwick witch trials, where witches were accused of raising storms against James's ship.
Shakespeare's source, Holinshed's Chronicles, in which Banquo helps Macbeth kill Duncan, and James I's descent from Banquo.
Equivocation: Father Henry Garnet's trial after the Gunpowder Plot, and the Porter's 'equivocator'.
The natural order overturned after Duncan's murder: the omens of Act 2 Scene 4.
Edward the Confessor's healing touch in Act 4 Scene 3: the good king Macbeth is not.

What you need to know