Hamlet's thoughts upon hearing about his father's ghost from Horatio can be found at the end of Act I, scene ii, in a very short soliloquy; in that soliloquy Hamlet states that "All is not well. / I doubt some foul play." Hamlet thinks this because if his father had died naturally, he would not be haunting the castle as he is. Thus, he wishes for the night to come so that he can speak to his father.
This scene sets the whole play into motion.