What are the techniques that Shakespeare uses in Act1 Scene 1 (of Hamlet) that makes the scene so important?

In Shakespeare's Hamlet, the opening
scene of the play provides the traditional exposition necessary in an Elizabethan drama,
but also serves, interestingly, as, of all things, a transition:  a transition from what
has occurred in the past, to what will occur in the near
future. 

Exposition always does this to a certain extent,
but Shakespeare manages to pack a great deal of information into his
exposition. 

The scene seems to begin in medias res (Latin
for in the middle of things), not in the usual sense of beginning
the story as near to the end of the entire story as possible, but in the sense that it
begins close to what really matters in the opening of the drama:  Hamlet meeting with
the Ghost and being told that his father was murdered, and, therefore, did not die of
natural causes and needs to be revenged.  That, of course, is what the opening scene
leads up to, although it does not occur until the fourth scene of the
play.

Since Elizabethan drama uses no lighting or sets, the
audience must quickly be informed of details we take for granted today.  Bernardo's
opening line,

"Who's
there?" 

for instance,
depending on how it's performed, may establish that it is nighttime--if Bernardo has to
ask because he can't see who it is, even though he's standing near the person, then it
must be dark out.  A few lines later the audience is informed that it is twelve, which
would then mean midnight--the traditional witching hour, when spirits and ghosts roam
the earth.  And it is "bitter cold" says Francisco.  And when Bernardo asks if Francisco
has had a "quiet guard," the audience is informed, with certainty, that these are guards
on watch.

Once the setting is established, then the real
business is revealed.  This scene presents the middle of three appearances by the
Ghost.  The first appearance was witnessed only by the guards.  They have brought a
well-respected man, considered a scholar, and a friend of Hamlet's, with them to verify
what they see.  That Horatio is a friend of Hamlet is vital, because the Ghost appears
to be Hamlet's father, the dead King Hamlet.  Thus, Horatio is present to lend
legitimacy to what the guards have previously seen, and also, in the future (if the
Ghost appears again this night), to provide a connection to someone who has the
authority and power to really do something concerning the Ghost's appearances.  (Again,
this opening scene points backward to what has already occurred, and forward, to what
will occur.)

And that is what happens.  Notice the Ghost
does not speak in either of these first two appearances--the visitations are
incomplete.  Neither the characters nor the audience knows why the Ghost is appearing. 
Suspense and anticipation are created, and what is introduced in scene one, must be
concluded later, in scene four.

Incidentally, Francisco's
reply that nothing of note has happened during his watch, that there was "Not a mouse
stirring," will prove ironic later in the play.  When Hamlet arranges for the "play
within the play" to be performed so that he can determine for sure whether or not
Claudius is guilty, and Claudius asks him what the title of the play is, Hamlet tells
him "The Mousetrap."  Mice will not prove to be so quiet
later.