Hamlet's peculiar, strange appearance, and morose attitude before he learns of the appearance of his father's ghost can be traced to the fact that Hamlet very much needs an ordered universe. The "o'erhasty marriage" of his mother after his father's sudden death violates Christian custom and practice, with the result that, after the words of the play, the cosmos is out of joint. Indeed, every normal human behavior has been turned upon its head since the elder Hamlet's death, and it is this that, in various ways, has had the effect of altering Hamlet's own behavior.
If one looks at the facts of the case, it only makes sense that Hamlet would be depressed. Here is a young man who has been away at school and who has obviously adored his father and who, equally obviously, thought his mother did the same: "Must I remember? why, she would hang on him, / As if increase of appetite had grown / By what it fed on: and yet, within a month-- / Let me not think on't--Frailty, thy name is woman!" (I.ii.143-46). He is called back to Denmark in distress and mourning, and Claudius's gentle chiding of Hamlet's show of grief suggests that Hamlet deeply regrets the fact that he had no opportunity to say good-bye to his father. Claudius reminds Hamlet of his noble birth and his obligation to bend to God's will, noting that "to persever / In obstinate condolement is a course / Of impious stubbornness; 'tis unmanly grief" (I.ii.93-95). This undoubtedly increases Hamlet's distress, for being told how to feel is under any circumstances hard to take. In the extremity of grief, being lectured on feelings is especially onerous.
The problem is not that Hamlet is immediately suspicious of the circumstances of his father's death, but the sense of emotional betrayal and of dashed, perhaps naive expectations about one's immediate family is a great problem for him. Hamlet remembers his parents' marriage as a love match, with King Hamlet as solicitous of Gertrude's...