The biggest reason, the one that influences most of Hamlet's actions throughout the entire play, is his grief over his father's death. His mood stands in sharp contrast to the tone of everyone else in this scene, and his mother calls him out for "seeming" to be inordinately grief-stricken by his father's death. This is reason number one.
He is also upset because he remains alive. His soliloquy that begins at line 129, starts like this:
O, that this too, too sullied flesh would melt,
Thaw and resolve itself into a dew,
Or that the Everlasting had not fix'd
His canon 'gainst self-slaughter. O God! God!
In these lines Hamlet is wishing for death -- either that it would just happen to him or that God's ordinances would permit his suicide. He believes that the world is a "stale, flat, and unprofitable" place and he wishes to die to escape his useless life. This is reason number two.
We also discover in this soliloquy that he is upset at his mother for marrying Claudius so soon after his father's death. He describes her haste in this way:
But two months dead -- nay, not so much, not two --
. . .and yet, within a month. . .
A little month, or ere those shoes were old
With which she follow'd my poor father's body. . .
O God, a beast that wants discourse of reason
Would have mourn'd longer. . .O most wicked speed!. . .
This is reason three.
And finally, he is upset by the reported appearance of the ghost of his father. At line 255, he says:
My father's spirit -- in arms! All is not well.
This is reason four.
For more on this scene, please consult the links below.