How is sympathy created for Hamlet and Ophelia in act 1, scene 3?

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In act one, scene three of Hamlet, Shakespeare elicits sympathy for Hamlet and Ophelia by showing all the obstacles in their path towards true love.

The scene opens with her brother Laertes offering Ophelia advice. He states, perhaps correctly, that the main reason she could not marry Hamlet or have a relationship with him is that he is a prince and thus has all the pressures of the state upon his shoulders.

His greatness weigh'd, his will is not his own;
For he himself is subject to his birth:
He may not, as unvalued persons do,
Carve for himself; for on his choice depends
The Safety and health of this whole state . . .

In Laertes's opinion, their love can only be a folly of youth. A sentiment echoed later by his father:

Set your entreatments at a higher rate
Than a command to parley. For Lord Hamlet,
Believe so much in him, that he is young
And with a large tether he may walk . . .

What's really striking, however, is how flippantly Laertes and his father pigeonhole Hamlet and Ophelia into what they believe their roles are and who they think they are as people. In particular, Lord Polonius refers to his daughter as naïve, or in his own words, "you speak like a green girl," when, in this scene at least, Ophelia is being anything but naïve. When Lord Polonius asks if she believes Hamlet's proclamations of love, she says, "I do not know, my lord, what I should think." Still, Polonius goes on to say that his daughter, like a little girl, has accepted Hamlet's words for gospel.

Like Hamlet, she seems to have to accept what others see as her fate. The scene ends with Ophelia telling her father, "I shall obey, my lord."

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Sympathy for Hamlet and Ophelia is created in a few ways in this scene.  First of all, Ophelia is painted as a young, naive girl who is uncertain in the area of love.  She tells her brother and father that she doesn't know what to think of the attention Hamlet has been giving her, but at the same time she defends Hamlet fully believing that he has been honorable in all his advances. 

Add to this the fact that both Laertes and Polonius fear that Hamlet's only goal is to get Ophelia to go to bed with him.  They tell Ophelia that all of Hamlet's advances, words, etc. are not love.  Laertes says they are false; Polonius says they are dirt.  The audience sympathizes with Ophelia because her young, naive hopes are dashed by her brother and father.  Laertes gives his advice in a loving, brotherly way, but Polonius acts as the commanding father who only cares about his own reputation.

Finally, the audience can sympathize because Laertes points out that even if Hamlet's love were real, Ophelia and Hamlet could never be married because Hamlet is the Prince, and he will never marry below his station in life.  His bride will be chosen by his royal parents. This bit of information sets up the 'forbidden love' scenario that is also seen in Romeo and Juliet

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