Although many actors believe that it is bad luck to say good luck in the theatre, it is not entirely proven that this might be real or not. However, it's said to be that Shakespeare's play, Macbeth, was known to be "cursed" and therefore, most of them seem to be in the clear... avoiding lines of the play that include scenes of him as well as the name of Macbeth itself before continuing to proceed or go on stage.
With that said, this is the same with the statement "it is bad luck to say good luck in the theatre". No-one really knows if this can mess up the performance, but to stay safe, most actors just go with it and say "break a leg" instead.
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In the British theatre it is bad luck to say "Macbeth". It is normally replaced by "the Scottish play".
Theater people believe it is bad luck. They call MacBeth the "Scottish play."
For the same reason you can't say the name of that Scottish play, I guess!
This expression is one of many used those involved in live theatre. Theatrical folk are traditionally superstitious. They don't want to say "good luck" because that may bring bad luck, so "break a leg" is the order of the day. Another theatre superstition is one surrounding Shakespeare's "Macbeth" which is set in Scotland. Theatre folk will not mention the name of that play within a theatre for fear it will bring bad luck, unless it is spoken as a line in Macbeth. It is usually referred to as "that Scottish play".
Apparently it's a superstition that it will bring bad luck to the theatre. Personally I think that it isn't true. I was reading Macbeth and talking about it at my rehearsal for a play and it went swimmingly.