RALPH:  From the ghost's first lines, he begins to give clues about what he is and where he comes from.  The reference to tormenting flames might suggest the Christian image of  Hell for a modern audience, but to Shakespeare's audience, they would almost certainly be thinking about Purgatory. According to Catholic doctrine, the souls of deceased sinners suffered for a specified period of time in Purgatory before being allowed into heaven.

SARAH:  In these same lines, the ghost also gives a sense of urgency to the scene - "My hour is almost come" -  time is running out for the ghost. This feeling of urgency, combined with the relative lack of decisive action in the first three acts of the play, give a uniquely tense atmosphere to Hamlet, a sense of impending doom, as well as an almost palpable need for the play's tensions to be resolved.