nature and identity of the ghost in the play?
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I would suggest that there are many "main messages" in Hamlet. However, a key theme is that indecision leads to personal tragedy, as Hamlet's inability to take decisive action ultimately results in many of the characters dying, including himself. Whereas Fortinbras is peripherally heralded for his ability to not only take action, but to lead other men like a true prince.
If your question is specifically related to the ghost, then a much longer discussion is merited. A main theme throughout the play is whether the ghost is a reliable source of information, and thus the nature and identity of the ghost is of the utmost importance. Hamlet wrestles with this problem throughout Hamlet - can he really believe that the ghost is his father, and if so, is his father trustworthy when he claims that Claudius murdered him? This is indeed a large theme, but not so much a "main message."
i think that that the moral of Hamlet is mainly about telling the soul of a father and the also hoe the soul changes into an ghost