As with all of Shakespeare's plays, it is extremely important that you use a thoroughly annotated critical edition to help you through your reading. Shakespeare's language is so difficult and full of obscurities that even a study guide such as this one can only begin to help the student to disentangle problems of style, usage, allusion, and vocabulary.
Three editions were used in preparing this ClassicNote: the Pelican Edition, edited by A.R. Braunmuller, the Norton Critical Edition, edited by Cyrus Hoy, and the Arden Edition, edited by Harold Jenkins. All three are highly recommended. The Pelican is quite affordable and has a useful introduction to contemporary critical approaches. The Norton Critical contains an invaluable appendix full of past and recent criticism on the play. The Arden is the most exhaustive scholarly treatment -- it sells for quite a bit more money but it can be readily found in most college libraries and is probably the best edition to use if you're writing a college-level essay.
Many more comparable editions of Hamlet are available, including editions from Signet Classics, the Folger Library, Bantam Press, and several university presses (Cambridge, Oxford, Yale, etc.). Do yourself a favor and pick up one of these scholarly editions, if only from a library.