What does Hamlet accuse himself of and why?

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On a personal level, Hamlet is distraught for a variety of reasons, mostly having to do with his own failures. He accuses himself of failing to take action, as he is indecisive and delays in avenging his dead father.

It is important to understand that Hamlet repeats a consistent philosophy throughout the play. He believes there is a larger purpose to his life, but he also believes he alone is responsible for outcomes. This puts a huge burden on him. The famous quote, "The fault lies not in the stars but in ourselves," was spoken by Hamlet. Likewise, he noted to Horatio that "there is more in heaven and earth, Horatio, than are dreamt of in your philosophy."

Hamlet has a tendency to dwell on big, life-and-death topics, hence another famous scene in the play, in which he dialogues with a long-dead friend called Yorick, rhapsodizing on how short life is.

In act 2, scene 2, Hamlet directly accuses himself by talking about what he should have done:

What would he do,
Had he the motive and the cue for passion
That I have? He would drown the stage with tears
And cleave the general ear with horrid speech;
Make mad the guilty and appall the free,
Confound the ignorant, and amaze indeed
The very faculties of eyes and ears.

He specifically regrets his inability to take decisive, immediate action regarding his father's murder. His mulling over this decision leads to a lot of self-flagellation, for which he is arguable more at fault than he is for his indecision. Later in act 2, scene 2, he continues to get into his specific faults in the soliloquy:

O, vengeance!
Why, what an ass am I! This is most brave,
That I, the son of a dear father murder'd,
Prompted to my revenge by heaven and hell

Hamlet is known to reveal what he thinks and feels in soliloquy, as he does in the famous "to be or not to be" speech.

Ultimately, he accuses himself of inaction. He is right: he could have made a different decision, but whether revenge was the right decision is not clear at all. He simply sees himself as hesitant, and blames his current problems on his hesitancy. His actual problem is that he overthinks and second-guesses himself constantly.

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In his last soliloquy of Act IV, Scene 4, having observed that Fortinbras is ready to risk his life "for an eggshell," Hamlet recriminates himself for his own inaction. While he feels that it is right to not stir oneself to action without "great argument," or deliberation, he also feels that it is wrong "to find quarrel in a straw"; in other words, to engage in debate where none is necessary.  Hamlet, then, becomes active and seeks revenge,

....O! From this time forth

My thoughts be bloody, or be nothing worth! 

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I am not sure exactly what you are referring to, but Hamlet considers himself a coward.  He listens to his father, but he is worried.  He does not do anything to avenge his father's death or protect the kingdom.  He regrets this, and becomes a little unstable.  Basically, he acuses himself of not doing enough to stop the king.

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