We can actually answer this question in a couple different ways. First, we can think about the opening of Shakespeare's Hamlet. The first act begins on a platform before the castle of Elsinore. Francisco is keeping watch at night, rather nervously. It is cold, and he is "sick at heart." Bernardo enters immediately and announces his arrival, much to Francisco's relief, for these guards have been seeing strange things around the castle at night. Soon Horatio and Marcellus join Francisco and Bernardo. After Francisco exits, Bernardo and Marcellus tells Horatio about the ghost they have observed walking about the castle walls. Right in the middle of Bernardo's story, the ghost himself appears. He looks just like the dead king.
If we approach this question in another way, we can talk about the play within a play that takes place in Hamlet. This play is specially designed by Hamlet to catch the conscious of King Claudius. It presents something very like the murder that the ghost accuses Claudius of having committed. This play is called either The Murder of Gonzago or The Mouse Trap. When it opens, Hamlet, Horatio, King Claudius, Queen Gertrude, Polonius, Ophelia, Rosencrantz, Guildenstern, and a few others are present to watch. This play does its job, for King Claudius gets up abruptly after the murder scene, calls for light, and dashes off.