At the beginning of Act III (scene i), Hamlet's friends report to Claudius regarding their mission: What to they reveal, what do they _fail_ to reveal to Claudius and why?
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Basically they tell Claudius that Hamlet says that he feels troubled but will not reveal why, "He does confess he feels himself distracted. But from what cause he will by no means speak." They tell Claudius that the only thing that seemed to cheer Hamlet up was the arrival of the players. They do not reveal that Hamlet forced the truth out of them that they were sent for. They also fail to reveal that Hamlet hinted that he is not so crazy, "I am but mad north-north-west. When the wind is southerly, I know a hawk from a handsaw." Most of the conversation has both men claiming no clue to Hamlet's "distemper". It is unclear why they withhold information. Perhaps Hamlet has made them feel guilty by catching them in their lie. Rosencrantz and Guildenstern are kind of in their own little world. Much speculation has gone into what they might actually thinking and feeling.