In Hamlet, when does Hamlet decide to feign madness and what are his words?

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Hamlet makes this proclamation in act 1, scene 5, just after the ghost of his father visits and tells Hamlet about the evils of Claudius and the betrayal of Gertrude. The ghost wants Hamlet to exact revenge on Claudius and also asks him not to harm Gertrude; all of this is quite a bit of information for Hamlet to process. And he needs a plan.

He says, in conversation with Horatio,

(As I perchance hereafter shall think meet
To put an antic disposition on) (1.5.188–189)

He begs Horatio to be loyal to him and to never tell anyone about what happened that night—or give a clue that Hamlet's "antic disposition" is anything but genuine.

However, Horatio has already noted that Hamlet's words are "wild and whirling" (1.5.146), which opens the possibility that Hamlet is already genuinely going mad due to the stress of the situation. Whether Hamlet's madness from this point forward is feigned or real is a central aspect to his character analysis.

He later speaks directly to this issue with his friends Rosencrantz and Guildenstern, telling them,

I am but mad north-north-west. When the wind is
southerly, I know a hawk from a handsaw. (2.2.312-313)

Here, he seems to be warning his disloyal former friends that he is still very much in control of his mental faculties and that his madness is temporary or fleeting. He warns them that he knows his friends from his enemies, and Rosencrantz and Guildstern fall solidly into the latter category as the play progresses.

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Hamlet's resolution to fake insanity in act 1, scene 5—to put his "antic disposition" on— sets the tone for his strange behavior in the rest of the play. It also shows us that, even though Hamlet now knows that Claudius murdered his father, he's not about to dash off to the palace and run his wicked uncle through with a sword. Hamlet's projected mad act is a key component of his revenge strategy, a strategy that will be played out over the long-term. (The very long-term, as it happens.)

Hamlet still intends to kill Claudius, but not yet. First, he wants to make him feel insecure on the throne. And what better way to do that, thinks Hamlet, than to make him think he has a mad nephew about the place, whose crazy, unpredictable behavior threatens to undermine the stability of the Danish court, and by extension, the entire realm.

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We first hear about Hamlet's intent in Act I, Scene 5 when he tells Horatio and the others who have been watching for the apparition with him: 

"But come,
Here, as before, never, so help you mercy,
How strange or odd soe'er I bear myself
(As I perchance hereafter shall think meet
To put an antic disposition on)..."
At this point, it's clear that Hamlet is, in fact, planning to fake his madness, since "put on" has the same meaning to us as it did to the Elizabethans. What becomes more interesting in the play is whether his pretense continues or whether he actually slides over the edge into psychosis. In modern times, actors have played it both ways. Certainly there is reason to suspect that his ongoing conflicts over his father's death (which he now believes is murder), his mother's "common" behavior, his inability to ever welcome the love of Ophelia (and her betrayal of him), cause erratic actions to say the least.
Yet to Hamlet, it's his world that is truly mad. "The time is out of joint," he says, and nothing makes sense to him anymore. Only at the very end of the play, as he is dying, does he seem to find some resolution.
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Hamlet hatches the actual plan to fake madness in Act I scene 5 after his conversation with the Ghost. As he swears Marcellus and Horatio to a vow of secrecy he tells them that he is planning to feign madness in the near future:

As I perchance hereafter shall think meet

To put an antic disposition on...

It is this "antic disposition" that leads to the huge dilemma surrounding Hamlet's character, which is whether he is actually mad or not. We find out about his first appearance in his disguise (or otherwise) of being mad in Act II scene 1, when Ophelia relates to her father how he appeared in her bedchamber. He didn't actually "say" anything on this occasion, but his actions clearly indicate his supposed madness:

He took me by the wrist, and held me hard;

Then goes he to the length of his arm;

And with his other hand thus o'er his brow,

He falls to such persual of my face

As he would draw it. Long stay'd he so;

At last, a little shaking of mine arm:

And thrice his head thus waving up and down;

He rais'd a sigh, so piteous and profound,

As it did seem to shatter all his bulk,

And end his being.

Quite clearly, although he utters nothing except a deep sigh, Hamlet does a very convincing job of passing himself off as mad to Ophelia, as the rather concerned and frightened way she relates this experience to her father indicates.

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