When we encounter them in the play's opening scene, we're not sure where they've come from, who/what they are, or what they have in mind when they say they plan to meet Macbeth. What we do know is that they've gathered amidst thunder and lightening and move about the fog and "filthy" air, which seems just as murky and mysterious as they are. Even Banquo and Macbeth are unsure about the sisters' identity when they meet them on the heath: