In his play Hamlet William Shakespeare was presenting a new story in a traditional genre - the revenge play. There had been one or two stories with this theme before, but Shakespeare chose to focus in very closely on the effect of vengeance on the individual, in this case Hamlet himself.
At the beginning of the play we see Hamlet as a young man facing the future as a man uncertainly - there's nothing new in that. But this young man has additional issues and burdens to cope with before he even starts out in life. At the beginning of the play we see him full of self doubt. He gradually moves through despairing emotions and angry moods (you could find quotes to illustrate each of these three) and then verges on the suicidal. Gradually his idea of "self" is being destroyed and this is mirrored in social decay around him. One plan he feels duty-bound to follow but the other is to go with his gut feelings.
The title character in Shakespeare’s Hamlet is a complex character. Consider the situation he is faced with: his father has very recently passed away, and his mother, Queen Gertrude, has married his uncle, Claudius, and Fortinbras is threatening invasion. Quite a lot for a young man to deal with. At the beginning of the play, we see a conflicted Hamlet- he is unsure of how to handle the idea that his uncle killed his father. Hamlet spends the majority of the play searching for proof of his uncle’s guilt and also deciding what the best course of action is. In his famous soliloquy, Hamlet asks,
“Whether 'tis nobler in the mind to suffer
The slings and arrows of outrageous fortune
Or to take arms against a sea of troubles
And by opposing end them.” (III.i)
By the end of the play he has made a decision. He exacts justice, killing his uncle. However does he do this because he has changed? Or because his uncle orchestrated a duel between Hamlet and Laertes, and accidently causes the death of Gertrude? Whatever the cause, by the end of the play Hamlet lets go of his previous indecision and acts on his desire for vengeance- and that is most definitely a change.