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 willing to follow his father's ghost, his friends, Marcellus and Horatio, are very reluctant to follow.
Marcellus is reluctant to follow because he is afraid of the ghost. Most people are afraid of the unknown; this would include soldiers, who are used to fighting until the enemy is killed. Marcellus is dealing with a ghost, which he cannot defeat it with his partisan (though he hopelessly offers it), and this scares him. Marcellus is a soldier who is guarding Elsinore, and the ghost is wearing the armor that he wore to defend his land against Fortinbras, the old king of Norway.
Another soldier, Bernardo, says, "This portentous figure comes armed through our watch like the king that was and is the question of these wars." (Act I, p. 8)
When Horatio speaks to the ghost he says, "If thou art privy to thy country's fate, Which, happily, foreknowing may avoid, O, speak!" (Act I, p. 9) Marcellus and Bernardo believe it is an ominous sign and that perhaps the ghost has come with a warning about an imminent invasion; one that they would have to defend the castle against. Hamlet also thinks something must be wrong if his father's ghost is in armor. Marcellus is also afraid of the ghost because it leaves just as the cock crows to signal sunrise. He knows that...