What details can you find which describes the setting and suggest the states of mind of the guards?

From act one scene one only 

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The play opens during a bitterly cold night watch outside of the royal Danish palace. There is a changing of the guards: Bernardo replaces Francisco. Soon two more characters arrive, Horatio and Marcellus. We learn that Bernardo and Marcellus, two soldiers, have witnessed an extraordinary sight on both of the previous nights’ watches: the ghost of the former King of Denmark, Old Hamlet, has appeared before them in full armor. On this third night, they’ve welcomed Horatio, a scholar and a skeptic who has just arrived in Denmark, to verify their ghost sighting.  

Horatio says ’tis but our fantasy And will not let belief take hold of him Touching this dreaded sight twice seen of us. Therefore I have entreated him along With us to watch the minutes of this night, That if again this apparition come He may approve our eyes and speak to it.