The thane of cawdor lives.why do you dress me in borrowed robes?

Essentially, when Macbeth said this line, he did not know that he was chosen by King Duncan to replace the treasonous ex-Thane of Cawdor. The former thane was a traitor to the throne and was stripped of his title. King Duncan was able to do this since the term "thane" is a term of loyalty to the throne and of royal decry.