The Ghost is more than a scary stage effect as he first may appear in 1.1 when he appears twice but does not speak. His lines show a complexity of thought and character that make it difficult to know whether he is indeed the ghost of the heroic King Hamlet, slayer in single combat of Fortinbras' father, or a devilish spirit tempting Hamlet to damnation. In 1.5, the Ghost says that Claudius seduced Gertrude and murdered him with poison, and he calls on Hamlet for revenge. This ghost is seen by others beside Hamlet (Horatio, for example), but when the Ghost reappears in 3.4 to remind Hamlet of his vow of vengeance, Gertrude cannot see the Ghost, leading some interpreters to see this later ghost as a figment of Hamlet's imagination.
Brian Blessed as the Ghost in Branagh's 1996 Hamlet.
