In "Hamlet" why is Hamlet so unwilling to trust what the Ghost tells him? Why does Hamlet not immediately obey the Ghost's order?

mrs-campbell, you might want to reconsider the errors in your answer.

Once he has solid proof of Claudius's guilt, THEN he'll believe the ghost and act on the message it brought.  So, he sets about finding clues; he sets up the players, skulks about the castle, reads in-between the lines, ponders life and death, and eventually, at the very end of the play, FINALLY decides that the ghost was right and decides to act on what it had told him.

Hamlet kills Claudius in a feat of reasoned passion, "avenging" his mother, Laertes and himself, and not his father; thus ignoring the dubious ghost (whatever it really is), whom he never obeys throughout the Play.

Hamlet acts only on the words of Laertes and Gertrude, who are true living witnesses to and victims of a real crime of treason. No goblins in Act 5, or hearsay ghostly gossip.

And, as the highest ranking person, now, in Denmark, Hamlet metes justice to Claudius, not vengeance

Laertes:
Thy mother's poison'd. 
I can no more. The King, the King's to blame.

Gertrude:
No, no! the drink, the drink! O my dear Hamlet!
The drink, the drink! I am poison'd