Horatio does not believe that there is a ghost of Hamlet Sr. until he sees him with his own eyes. This takes place in the play The Tragedy of Hamlet, often known simply as Hamlet, written by William Shakespeare at some point between 1599 and 1602.
The play Hamlet takes place in Denmark, and the ghost of King Hamlet calls upon Prince Hamlet to exact revenge on his uncle Claudius. Horatio is a friend of Prince Hamlet's who does not believe that King Hamlet is appearing as a ghost until he sees him and verifies it with his own eyes.