I do not believe there was such warning. Lady Macbeth and Macbeth were husband and wife- they were partners. No warning would be needed.
The first apparition in Shakespeare's Macbeth is a floating head that tells Macbeth to beware of Macduff. It says that Macbeth should be on guard against Macduff because he poses a threat to Macbeth's reign.
How does lady macbeth cover for macbeth at the banquet?
Lady Macbeth pushes Macbeth to kill Duncan in act 1. She is stronger and more manly than Macbeth.
Lady Macbeth is the wife of the title character, Macbeth, a Scottish nobleman.
In Act 1 of Macbeth, the witches prophesize Macbeth's rise to power, King Duncan's army wins a battle against rebels, Macbeth receives the title of Thane of Cawdor, Lady Macbeth plans Duncan's murder, and Macbeth and Lady Macbeth plot to seize the throne.
Lady MacDuff and her children are killed in Act 4 of "Macbeth". Macbeth hires assassins to kill the MacDuff family because he fears MacDuff is plotting against him..
The letter of Macbeth was important to Lady Macbeth. It reinforced for her that the two worked together as a couple. Her husband confided in her, and respected and depended upon her advice and guidance. He didn't just tell her that they'd have the honor of King Duncan I as their house guest at Inverness Castle. He also updated her on his interactions with the three witches and their predictions of ever greater things for him on the job. Because she was warned in advance of the visit and of the predictions, she could prepare her household for her guest and her victims.
The reaction between Lady Macbeth and Macbeth is initially very different after they kill Duncan. Lady Macbeth is enthusiastic but Macbeth regrets his actions.
Lady Macbeth is often portrayed as a fourth witch.
Lady Macbeth
The first apparition warned Macbeth, 'Macbeth, Macbeth, Macbeth: beware Macduff, Beware the Thane of Fife. Dismiss me. Enough'
Lady Macbeth