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It's dark, cold, foggy and spooky. Elizabethan's loved that. If you check out the stage directions and description of the scene, it's kind of like the beginning of Macbeth except much colder and without witches. Instead of witches we have a ghost that is due to show up any second and the threat of impending war from young Fortinbras of Norway. That was enough to create a very dark and ominous atmosphere.