Sadness is the main theme of Act 1. The whole act feels so much different to the other plays we've read. Even in Merchant of Venice and Richard II, there was someone who seemed to be destined to do something good by the end of the play. In this play, the excitement of lovers with the new King and the Queen(like that of Romeo and Juliet)is overshadowed by murder and injustice. The hopes and dreams of Hamlet (like Bassanio seeking out his dream woman) are overshadowed by first wanting to leave Denmark and go to Wittenberg and then by his desire to avenge his father's death. The good friends who support Hamlet, Marcellus and Horatio, (like Antonio supports Bassanio) are overshadowed by the haunting of the ghost. Basically all of the developing themes that occur in all the other Shakespeare plays are clouded in shadows and darkness which I guess is what makes this a tragedy
For the viewers/readers of the play this sets up the worst of situations to come up. While I only know what the end of this play, it seems like the setup for Franz Kafka's Metamorphosis in which a sad depressed man has worse things happen to him and nothing gets any better. It brings out the sadness and depression in their lives.
What this means is that a) Shakespeare was probably battling some sort of extreme sadness or a time of loss at the time that he wrote this. It was beyond normal because unlike the Merchant of Venice, there isn't such a picture-perfect ending out of this setup. b) The audience will feel the pain and weight of life as Shakespeare pours out his darkest fears and dreams.