At the beginning ofHamletthe Danish guards are reporting that they have been seeing a ghost who they believe to be their previous king. They bring Horatio in to talk with the ghost since he was best friends with the ghost's son, Hamlet. However, the ghost clearly is not interested in talking with Horatio or the guards. Even though he appears and disappears twice, when Barnardo, Francisco, Marcellus, and then Horatio try to ask questions of the ghost, he disappears without a word.
What art thou that usurp'st this time of night,
Together with that fair and warlike form
In which the majesty of buried Denmark
Did sometimes march? By heaven I charge thee speak!
The men do not know why the ghost has appeared to them, but they believe it must have something to do with the impending war with Norway and Young Fortinbras. At this point, they do not have any reason to suspect their king was murdered.
The ghost disappears at that point because Shakespeare wanted it to disappear. He wanted to show the ghost to the audience as a "teaser" but he was not ready to have the ghost divulge any information. He planned to have a big scene in which Hamlet has a long interview with the ghost and learns the important information that drives the rest of the entire play. Meanwhile the audience is extremely curious about everything connected with the ghost and is anticipating its return. The big meeting between Hamlet and his father's ghost finally occurs in Act 1, Scene 5. The ghost's initial appearance in Scene 1 was sufficient to bring Hamlet to the guard post in Scene 5.