Shakespeare sets several of his plays on the European continent, but usually he picks warmer climates in southern Europe. Hamlet, I believe, is furthest north setting, and I am unable to explain why he may have turned his thoughts in this direction. Of course one might simply assume that Shakespeare liked the earlier version of the play and thought he could improve upon it while leaving the characters in the setting in which he found them. I have mentioned the Ur-Hamlet when discussing the text. The evidence of its existence in Shakespeare's day seems compelling, but what kind of story did the Ur-Hamlet tell? There is, of course, no way of knowing for certain, but it is assumed that it picks up the tale from an earlier source or sources none of which were in English.

Historiae Danicae, is an early history of Danish kings written by Saxo at the end of the twelfth century and first published in Paris in 1514. In this story Amleth is the son of Horwendil and Gerutha. Horwendil's brother, Fengo, becomes jealous and killed him, after which he married Gerutha. Amleth, worried about his own security, feigns stupidity or retardation, but Fengo is suspicious and attempts to trap him in this scheme. When first attempts fail, Fengo tries again by sending a friend to listen in on a conversation between Amlet and his mother in her bedroom. The friend hides under the bed, but Amlet discovers him and kills him, dismembering the body to hide it. He then proceeded to Fengo's room where he killed him with his own sword. On the following day he was declared the new King. This is the bare bones of what is essentially a story of revenge, but as you may see Saxo left out several details included by Shakespeare including the ghost, Rosencrantz and Guildenstern, the trip to England, and largely all references to Fortinbras, There are references to a beautiful woman, a childhood friend of Amleth, who also tries to trap and unmask him. But Shakespeare has taken a story which served to illustrate a moral principle involving the revenge and its justification, and turned it into a modern, psychologically complex play which illustrates the fundamental impulse for revenge but complicates that by the reality of a personality justifiably and sympathetically unsuited for the task.