An allusion is a reference to an event, literary work, work of art or something that is well-known by the general populace to clarify an idea.
At the beginning of A Christmas Carol, Dickens needs the reader to realize that Marley is dead because if the reader does not understand this, then the whole idea of Marley's ghost visiting Scrooge and setting him up for his three ghostly visits will be a waste of time. He says,
"This must be distinctly understood, or nothing wonderful can come of the story I am going to relate." (pg 5 - Stave One)
Dickens even uses the word "dead" seven times on the first page.
To reinforce and clarify his idea, he alludes to Shakespeare's Hamlet --- a literary allusion --- in that the ghost of Hamlet's father visits him on the ramparts of the castle to tell him that he was murdered. Dickens says,
"If we were not perfectly convinced that Hamlet's Father died before the play began, there would be nothing more remarkable in his taking a stroll at night, in an easterly wind, upon his own ramparts, than there woud be in any other middle-aged gentleman rashly turning out after dark in a breezy spot-- say St. Paul's Cathedral for instance - literally to astonish his son's weak mind" (pg 5-6 Stave One)
If we did not believe that Hamlet's father was dead, then the story would have had a different impact. Dickens alludes to Hamlet and to St. Pauls Cathedral to make his point. It is important that we realize that Marley is a character who is also dead and whose ghost we are about to meet.