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The appearance of any ghost in Shakespeare means that something very unnatural has taken place and the great chain of being is somehow off kilter. When the ghost appears to Marcellus and Horatio, they recognize the ghost as belonging to the former King Hamlet. Since Horatio is good friends with Hamlet, he knows that the person who should know about it first is the Prince. The appearance of the ghost sets the plot moving and provides very important back-story. Firstly, that King Hamlet was murdered in his garden, and secondly--it was done by Hamlet's uncle Claudius. This is earth shattering news to Hamlet since Claudius has recently married his mother.
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