Purgatory is a predominately Catholic belief in which the soul is cleansed before entering Heaven. Purgatory is believed to be a process of sanctification through which a Christian is made holy as nothing unholy is allowed to enter the Kingdom of God. Sanctification involves suffering, based on Romans 5:3–5; thus, purgatory is thought to be a painful or even excruciating process of soul cleansing.

The ghost tells Hamlet that during the day, he is "confined to fast in fires" (1.5.15) and that the stories of purgatory would "harrow up [Hamlet's] soul" and "freeze [his] young blood." It's a terrifying experience, which purgatory is generally associated with, anyway.

If Hamlet knew the details of the terror and just how painful purgatory is, he might make some different life decisions. Perhaps he would not agree to murder his uncle, to avenge his father, and accumulate additional sin on his soul's debt. He might also not have given instructions for Rosencrantz and Guildenstern to be killed. Though they did betray Hamlet, they were under orders from their king and were given little freedom in the ultimate decision. Hamlet might also treat Ophelia with more kindness; his actions are directly related to her eventual presumed suicide. Surely he would not have hastily rushed to kill a person whom he believed was Claudius yet instead turned out to be Polonius.

In short, Hamlet's soul accumulates a great deal of additional sin after he speaks with the ghost, and purgatory would require the painful cleansing of all these acts as well as any feelings of hatred, revenge, and vindictiveness. Knowing the depth of suffering he would face might have made Hamlet reconsider some of those feelings and actions.