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At the beginning of the play, following his father's death, Hamlet is pensive, gloomy, and passively removed. After meeting the ghost, Hamlet is not quite so passive and brooding, but he does procrastinate at every turn of avenging his father's death. The question is why does Hamlet hesitate? What is it that makes him agonize over every decision and over every act? Probably, the largest reason is that Hamlet is capable of being a man of action, but he is first a man of thought. His superior intelligence in both philosophy and psychology almost necessitates him to think deeply about the best way to avenge his father. Along the way, he challenges himself with more philosophical questions, even to the point where he questions existence itself ("to be or not to be").
There is the possibility that Hamlet suffers from the Oedipal Complex, meaning he identifies with Claudius' crime (this complex describes the unconscious desire of the son wanting to kill his father and replace him as the mother's object of affection).
Whether this complex may be an unconscious desire is up for debate. Hamlet's conscious trait of the over-thinking philosopher is his guiding motivation. Eventually, Hamlet wants to expose Claudius in the most dramatic way possible. So, he acts mad and does things to extend the drama, as if he is writing the play himself. This is one of the reasons Hamletis such a revered play. There is of course the play within the play, which Hamlet does alter to create a scene which will expose Claudius. And there is the idea that Hamlet delays killing Claudius, thus increasing the anticipation both for himself and the audience. And since Hamlet pretends to be mad (or actually is mad) and mistreats Ophelia, he is also acting. That is, Hamlet, a character in the play, is acting within the play, a common technique used by Shakespeare.
So, Hamlet is a pensive, intelligent, brooding, philosophical drama queen ("prince") who manipulates other characters (i.e. Ophelia) by manipulating his own behavior (acting). Hamlet comes to understand his own psychological state as he goes through these manipulative processes. After killing Polonius, Hamlet tells Gertrude that he "must be cruel to be kind" (III.iv.178), indicating that any madness or cruelty he exhibits is a act, part of his plan for revenge and part of his plan to set things right in Denmark.
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