You should get many different answers to the questions posed. I think that both of the questions need to be taken separately as separate analysis might be needed for each. I think that the play can be considered a "thinking man's play" because its protagonist is one that is immersed in thought. Hamlet is one of the first major characters that we see who is more animated by thought than anything else. When traditional central figures of dramas are bound by the action they undertake and the feats that they do, Hamlet lives in his own mind, engages in battle with his own demons within his mind. He is in constant struggle with his function being overcome by surmise. His agonizing moments of thought are on the same level with any hero doing battle with the most austere of opponents. In this light, one can see the play as a "thinking man's play."
On the second question, I would say that both Gertrude and Ophelia are challenged by their social conventions. It is not surprising that Gertrude, despite being the Queen of Denmark, has few lines. Her voice is silenced by the men who are around her and the social setting that would not allow her the ability to fully articulate what lies in her heart and psyche. No doubt, she marries Claudius and actively does so. Yet, she is unable to actively exercise her insight and understanding. Socially, she is expected to take a man and not be a ruling queen in her own right, but rather a figure head that is secondary to a male monarch. Ophelia is definitely a victim of her social setting. She is manipulated by two of the most important men in her life: Her father and her love, Hamlet. She is kind to Hamlet, only to be abused verbally and discarded by him in his own agonizingly painful expressions of love. She is loyal to her father, who manipulates her into his own plans and machinations. In the end, she is left with no voice and her drowning at her own hands is more of a statement about the social order in which she is forced to live than anything else.