Some of the path towards answering the question is trying to define the question itself more precisely.
If the question is intended to contrast readers with viewers, then the answer lies in the genre itself. Because Hamlet is a play, it is designed to be watched in a theatre, not read. The sort of commentary a novel supplies by exposition in drama is supplied by the tone and physical acts of the cast. Thus to understand Hamlet while reading it rather than watching it, the reader needs to imagine the stage action that goes with each line, something that makes understanding difficult.
Another way the question needs to be broken down is by groups of readers. Student readers, unfamiliar with Elizabethan English, may have difficulties understanding it that would not be experienced by readers more familiar with the period and language.
Some readers may find the character of Hamlet puzzling and others not. I`m not sure one can generalize about all readers.
People can't understand why Hamlet doesn't just kill the King as he has promised to do and as he is highly motivated to do. I believe this has been called the Hamlet Problem. Many critics have offered answers, but the problem remains unsettled.