Note to Macbeth, Act 4, Scene 1, line 76: "a bloody child"
This apparition foreshadows the hidden meaning of the prophecy that "none of woman born / Shall harm Macbeth." Near the end of the play, faced with Macduff, Macbeth repeats this prophecy, but Macduff replies, Macduff was from his mother's womb / Untimely ripp'd. So it turns out that the definition of the word "born" does not include delivery via a Caesarean section, which would result in a newborn being covered in blood.
Image Source: Macbeth Apparition 2 - A Bloody Child by Anna Henson