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When Shakespeare was performing at the Globe Theatre, the ultimate goal when introducing a ghost was to create a presence that would frighten the audience. The old theatres didn't have the tools we have now, but they were able to make the phantoms seem terrifying with the use of:
At the Globe Theatre, there were trapdoors leading to spaces both above and below the stage, referred to, fittingly, as "heaven" and "hell". There are specific references to this within the texts. It was these spaces that allowed quick entries and exits from unearthly creatures.
When a ghost appeared for the first time, cannons would be shot off from the roof of the Globe, as a terrifying sound of otherworldly recognition.
In the same nature, it was said that Shakespeare wrote his plays specific to the environment, and would have characters mention church bells and other sounds audiences would have heard at that particular time of day to make the events of the play seem more present.
To create the look of a bloodied ghost, crushed animal entrails were often spread about the afflicted areas of a ghost whose human form had been murdered. This technique was also used for onstage "stabbings", during which an actor would strike a concealed bag full of animal entrails which would then burst, making the actor look like he'd been very realistically wounded.
I bet there was even a "splash zone" for the audience members standing on the ground floor during fight scenes. Ha ha. Ew.
During my readthrough of Julius Caesar, I was shocked to find that the ghost of Julius Caesar himself appears to Brutus the night before he goes into battle.
The only other works of Shakespeare that contain ghosts are Macbeth, Hamlet, and Richard III (and kind of Romeo and Juliet). These are some of the first Shakespearean plays I ever learned about, and they are some of the most highly regarded among the complete works. I couldn't believe that Julius Caesar didn't seem to be as prominent as the other stories during my education, if only to make note of the presence of the supernatural. I was inspired to research the roles of ghosts in Shakespeare's works and compare them to the spirit of Julius Caesar.
Supposedly, Julius Caesar was the first play to be performed at the Globe Theatre. With the use of the trapdoors and cannons for sudden entrances and frightening noises, it surely made the appearance of Caesar's ghost one of the biggest moments in the play. The only other play written at this time containing ghosts would have been Richard III, so Julius Caesar set the bar high for the ghosts and their interactions with insane murderers for years to come.
As you might guess, each of the ghosts that appear during a Shakespearean play has been murdered in one way or another. The ghosts come back either to guilt their murderers into slipping up so that they may be killed themselves, or to beg for help from a living person who can avenge the death.
We don't know if the ghost of Julius Caesar appears to his other assassins, but we do know that several, if not all of them, are killed or kill themselves before the play is over. The ghost got his revenge (and rightfully so, poor guy)!
Most everyone who sees a ghost is considered (or widely debated, in Hamlet's case) to be insane. Marcus Brutus, however, breaks this trend.
Marcus Brutus is a functional figure in society who commits his murder because he has been convinced that Caesar might become power hungry despite his refusal of the crown. Marcus Brutus acts for what he believes to be the best reasons, although he tries so hard to put his people first that he fails to see how much worse things could be if Julius Caesar were not in charge.
Marcus Brutus is able to have a calm exchange with the ghost of Caesar, and acknowledges how the ghost has gotten his revenge just before he kills himself. Brutus never completely lets go of his part in the murder because of his honest and good nature, and he does it in a much more internal and sane way than the other Shakespearean murderers, perhaps making his suicide more tragic.