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Scholars typically agree that Shakespeare used many different ideas which had been expressed in several other sources for his story of Hamlet. It is true that the one thing that Shakespeare can not be called is original. It has been proven that every play he wrote has at least one strong historical source.
There are two stories that are believed to of influenced Shakespeare's Hamlet, these being 'UR-Hamlet' and 'Saxo'
There are some scholars that believe that Shakespeare practically copied "Ur-Hamlet" scene by scene while re-writing the dialogue to create his "Hamlet". There are no surviving copies of "Ur-Hamlet" that are known of and many people believe that it may have never been printed. As for who the author of the Ur-Hamlet was, no one knows for sure. The most likely candidate is Thomas Kyd. It is believed that Shakespeare witnessed the play "Ur-Hamlet" when it was performed at 'The Theatre'(which was also Shakespeares theatre for a short time) and he then re-wrote it from memory.
Attempts to reconstruct the Ur-Hamlet have been largely unsuccessfull but what is known about this play is that it was: a 'Senecan' type tragedy and whose ghost refered to Hamlet as "revenge". Hamlet being a legendary Danish hero. To research another possible, more likely, source of Hamlet we would have to lookback to as early as the 12th century. It is believed that it was at this point that the play Saxo was printed and performed. The first account of the Shakespearian Hamlet appears the play "Saxo" which dates back to the end of the 12th century but it was only first published in 1514. Some legends upon which Saxo drew were created long before the time with the use of some lines of a 9th century poem. In Saxo, Amleth, was the son of a man who was murdered by his brother. After the murder of his father he fakes stupidity while plotting a scheme to obtain revenge against his uncle. It is commonly believed that Saxo took some of his storyline from a tale the Romans told of Lucius Brutus who avenged the murder of his father. It is believed that Shakespeare was first introduced to the story of Saxo through its retelling by a frenchmen named Belleforest. 
Although Shakespeare's use of words was far different then that of Belleforest, the ideas that each author presented are very similar. Scholars believe that there are two possible options to how Shakespeare knew of Belleforest at the time. First, perhaps the author of the Ur-Hamlet relied on Belleforest tellings, resulting in Shakespeare picking it up from there. The other likely solution is that while working from the Ur Hamlet, Shakespeare looked for other versions of the story and eventually stumbled upon the work of Belleforest, but nobody knows for sure.
Belleforest retold Saxo's story in from the fifth volume of his famous Histories Tragiques. Part of what Belleforest dis to expand the story was to add an introduction, an "argument" which was filled with biblical and classical parallels in order to bring out the point that murder is followed by God's vengeance. Fengon's crimes, Fengon being the Claudius of Hamlet, were magnified by stressing not only incest, but tyranny and the oppression of his people as well.
Belleforest also made other changes to Saxo's structure. Saxo was created with Amleth's father being murdered with bloodshed, while Belleforest adds that he was at a banquet when murdered. Belleforest also plays up the detail of Amleth's mother's adultery. Fengon incestuously seduced his brother's widowed wife. The primary reason for why Belleforest made these changes is because he felt the need to increase the villianous crimes makes this change largely because it magnifies Fengon's villainous crimes in order to have him seem as evil as possible.
In Belleforest's contributions to the play he also created a charater whihc reflects Shakespeare's Ophelia. he described her as the women who had loved Amleth since they were children growing up together and was willing to do anything for him.
If true, Belleforest, was the primary influence behind Shakespeare's Hamlet, only Shakespeare molded it into the classic of how we know it today.
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