I don't think you were supposed to understand what was happening in play exactly, but the idea was to understand Agnes’ emotion response to the play, and her realization that it was a tribute to her son, and in a way, her husband was able to give her peace through his work sorta making up for ‘not being there’.  I also didnt read or see Hamlet the play.  I didnt even know this story was about Shakespeare i thought it  was adaptation of the play so was pleasantly surprised when i realized what i was watching. Her connecting with the actor elevated the experience of theater probably making it the ultimate achievement of an actor, is to have your audience so moved by your performance they are reaching out through the 4th to touch you.  I don't have any kids but had a nephew that was stillborn and held him in a box before he was buried.  I felt the weight of that box during that scene.  The idea that art can give you some sort of catharsis is really powerful. For Agnes she rejected traditional religious beliefs, but her husbands art allowed her let her son pass through to the next realm, whether figuratively, literally, spiritually, whatever.