During Shakespeare's lifetime people were, in general, more religiously devout and more likely to believe in spirits and ghosts. Spirits could be messengers from heaven or evil in nature. This is one reason Hamlet so readily believed his friends when they told him they had seen his father's ghost; he was also more likely to believe their story because his friend Horatio told it, and he is an intellectual. However, when Hamlet is all too
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speak with Hamlet alone. He warns Hamlet that the ghost might convince him to act without reason and drive him mad. He tells Hamlet not to follow the ghost because it could lead him off a cliff into the ocean.
Despite his friend's warnings, Hamlet decides to follow his father's ghost and receive its message. Though Marcellus and Horatio were reluctant, they eventually follow, catching up to Hamlet after he has spoken with the ghost.