Macbeth is referring to Duncan's death at his hand and that had it not happened, he (Macbeth) would have lived a happy life. Instead, he is forced (by his own greed for power) into going after Duncan's sons (Malcolm and Donalbain) who then flee out of the country to different places for safety. At the time, Duncan's sons do not know that Macbeth is behind their father's death but know they cannot trust those who seem friendly, and the two sons realize they are probably in serious danger.