How do I use my macbook pro as a monitor for my HDMI device?
I won't say it is going to be impossible to ever use your MacBook Pro as a display for your Raspberry Pi, but I will say it will be impossible to use it as a monitor for a Raspberry Pi that's never been set up before.

Basically there is no hardware way of making the MBP display available to another device. You can use software to do this, but then you would need to have software compatible with whatever operating system you were going to install on the Raspberry Pi. That in itself is feasible enough, but you won't be able to set things up without a display to begin with.

If you have no available display to use, then my recommendation would be to buy a cheap used display from a garage sale or somewhere and use that to set up the Raspberry Pi. In the end it'll save you a lot of time and frustration. Only a few months ago I picked up an old 22" HDMI display for $5 from a garage sale and it's worked perfectly ever since.