Throughout the play, we can see how disappointed Hamlet is with himself. He knows he's not the right person for the heavy task given to him by his father's suffering and wandering ghost. Again and again he unpacks his heart, but he still does nothing. Here's just a sample of his numerous self-chatisements (Act 2, scene 2):
Why, what an ass am I! This is most brave,
That I, the son of a dear father murder'd,
Prompted to my revenge by heaven and hell,
Must, like a whore, unpack my heart with words
And fall a-cursing like a very drab,
A scullion! Fie upon't! Foh!
And then there are the people in his life with whom he is disappointed:
His mother. Even before he finds out about the murder, he is disappointed in her hasty marriage to Claudius. Here (Act 1, scene 2) he complains to Horatio:
The funeral baked meats
Did coldly furnish forth the marriage tables.
Would I had met my dearest foe in heaven
Or ever I had seen that day, Horatio!
And, of course, after he finds out about the awful murder, he is furious with her. Here is only part of what he tells her when he confronts her with what she has done (Act 3, scene 4):
Ha! have you eyes?
You cannot call it love; for at your age
The heyday in the blood is tame, it's humble,
And waits upon the judgment; and what judgment
Would step from this to this? Sense sure you have,
Else could you not have motion; but sure that sense
Is apoplex'd; for madness would not err,
Nor sense to ecstacy was ne'er so thrall'd
But it reserv'd some quantity of choice
To serve in such a difference. What devil was't
That thus hath cozen'd you at hoodman-blind?
Ophelia. He thinks his girlfriend has betrayed him, and he sees her as he sees his mother: weak, fickle, false, and easily manipulated (Act 3, scene 1):
I have heard of your paintings too, well enough. God
hath given you one face, and you make yourselves another.
You jig, you amble, and you lisp; and nickname God's creatures
and make your wantonness your ignorance. Go to, I'll
no more on't! it hath made me mad. I say, we will have no more marriages. Those that are married already—all but
one—shall live; the rest shall keep as they are.
Rosencrantz and Guildenstern. Hamlet suspects that these old school friends have been summoned by the king to spy on him and lead him into harm's way (Act 2, scene 2):
Why, look you now, how unworthy a thing you make
of me! You would play upon me; you would seem to know
my stops; you would pluck out the heart of my mystery;
you would sound me from my lowest note to the top of my
compass; and there is much music, excellent voice, in
this little organ, yet cannot you make it speak. 'Sblood,
do you think I am easier to be played on than a pipe? Call
me what instrument you will, though you can fret me, you
cannot play upon me.
Yes, Hamlet is surrounded by disappointment, and surely it weighs him down into a depression that will lead to many deaths.