In Act 1 of Hamlet, what is the effect of Horatio's news of the ghost?

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Hamlet is deeply unsettled to hear of his father's presence as a ghost. At first he believes that it must be some kind of trick, so he asks questions to find out as much as he can. He asks Horatio a question that is almost a statement: "his beard was grizzled, no?" But we find out that it's a trick question, because Horatio says "it was, as I have seen it in his life/A sable silvered"—that is, salt-and-pepper, not gray. Hamlet at first believes that someone is pretending to be his dead father, but in the end, he becomes convinced that at least he should see what it is happening. He is worried enough to say: "my father's spirit—in arms! All is not well. /I doubt some foul play." That is, he is already worried that if his father's ghost is walking, he must have been murdered.

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The effect of Horatio giving news of the ghost to Hamlet is that he is amazed and bothered (at least enough to find out more for himself).  No doubt, Hamlet listens with rapt attention while Horatio tells his tale of seeing the ghost of Hamlet's late father the evening before.  Hamlet asks Horatio question after question, finally ending with an inquiry about a further watch when Hamlet could join Horatio (including the determination that they would be armed "from top to toe").  However, it isn't until Hamlet is alone when he reveals his true feelings about the matter:

My father's spirit--in arms?  All is not well. / I doubt some foul play.  Would the night were come! / Till then sit still, my soul.  Foul deeds will rise, / Though all earth o'erwhelm them, to men's eyes.  (1.2.255-258)

With this second line arises an interesting (and well-known) controversy:  does Hamlet speak of incest or does Hamlet speak of the possibility of the ghost's dishonesty?  Either way, Hamlet has a bad feeling about the whole apparition.

Of course, the further effect of Horatio's revelation is that Hamlet himself goes on watch, sees his father's ghost, and hears that his father has, in fact, been murdered by Hamlet's uncle.  Therefore, in a sense, Horatio's news puts the plot of Shakespeare's play into high action.

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