Theatres in the Elizabethan Era (Shakespeare's time) were very different to modern theatres for a number of reasons. Firstly, the buildings were very different: the roof was often thatched, there was an open yard for poorer people to stand and watch the performance and the stage was much wider. The stage at Shakespeare's theatre, the Globe, for example, measured 44 feet in width.
Secondly, the actors were very different. Elizabethan women were legally barred from working in the theatre so female characters were played by male actors. There were also more parts than there were actors so speeches had to be included in the script to indicate that an actor was now playing a different role.
Finally, the plays themselves were very different. Plays were often written by anonymous writers or by members of the clergy and not by well-known people, as is common today. In addition, in the early Elizabethan period, many plays were Greek or Roman stories and were performed in the original language so the spectators would not have understood the dialogue word-for-word.