In Hamlet, much of Act I makes use of pathetic fallacy in order to instill in the audience a sense of fear, confusion, foreboding, and the supernatural.
A pathetic fallacy is an attribution of human emotions to inanimate objects (namely in nature) or an overly-ornate description of nature. For example, Francisco says:
The soldier is connecting the weather ("cold") with his fear ("sick at heart"). This use of drawing on the external weather to describe human emotions is a simple example of pathetic fallacy.
Here's another, Horatio says:
I have heard,
The cock, that is the trumpet to the morn,
Doth with his lofty and shrill-sounding throat
Awake the god of day; and, at his warning,
Whether in sea or fire, in earth or air,
The extravagant and erring spirit hies
To his confine: and of the truth herein
This present object made probation.
First of all, there is no "trumpet to the morn," "god of day," or "extravagant and erring spirit." Horatio here is using poetic language to explain an otherwise common occurence--a rooster's crow--but he is doing so in order to heighten the sense of mystery surrounding the third appearance of King Hamlet's Ghost. So, he is attributing a sense of mystery to the cock's crow to say there is some spiritual connection between the human world and the natural one.