In section 98 of The Gay Science, Nietzsche refers to Julius Caesar as Shakespeare's "best tragedy" and sings the praises of Brutus for having the courage to kill his friend for the sake of a higher ideal: political freedom--"Or," Nietzsche asks, "was political freedom only a symbol for something inexpressible?"
But it's hard to feel this admiration for Brutus while Caesar is being stabbed, or while Mark Anthony is making his famous speech, or when we see Rome collapse into civil war. Brutus has good intentions, but is Caesar's pride really such a big deal? The play is generally considered to be political, partly for obvious (and undeniable) reasons, and partly because of the historical circumstances in England when it was written. But it seems to have a religious aspect too, if we think of Caesar as the Pope. Has he (or his office) become too proud or ambitious? If so, what should we do about it?
Brutus reasons that we should rebel, but in this he is influenced by Cassius, and the power of the human mind to reason well is questioned by Shakespeare. Caesar, one character says, prides himself on hating flattery, so to flatter him you just have to tell him that he hates flatterers, and he laps it up. No one, we might infer, is immune from this kind of thing. Nor can we know the future. See Cassius in Act I scene iii: "I know not what may fall [i.e. what may happen in the future as a result of the proposed course of action]; I like it not." This is a sort of nutshell version of anti-consequentialism. Caesar's assassination is done with the intention of bringing about a better Rome, but it appears to fail. (But appearances can be deceptive, as Cassius' committing suicide because he mistakenly thinks his friend Titinius has been captured shows.)
The lesson appears to me to be that noble intentions are not enough. We cannot use reason to know what is right but must instead go by such things as faith and feeling. This is why Brutus is a tragic hero, not just a hero. Like Cassius (and Hamlet?) "He thinks too much: such men are dangerous," as Caesar puts it (speaking of Cassius). Ambition is bad, as Macbeth shows, but the best response might be forbearance. We cannot know the future (see Macbeth), or elsewhere in space (see Othello), or what happened in the past (see Hamlet), so we have too little knowledge to be able to act wisely on the basis of our own reason. If the Pope gets ideas above his station, we should patiently let him get on with it, not rebel. Or so Shakespeare can be interpreted as implying.
But what if the clash is not between faith/feeling (which tell us not to kill) and reason, but between acting and not acting? In Hamlet, Hamlet's faith that his father has risen and told him to kill (which reminds me of another Father or Lord who is believed to have risen from the dead and given commandments to the living) allies with his sense that things in Denmark are going badly, so that he must choose between mental suffering and taking arms against a sea of troubles. Once he has some proof that his father's ghost was not merely a hallucination he acts, with tragic results. It seems to me that it is not the delay that causes the tragedy so much as it is the path of bloody action that he decides to take. Mental suffering might drive him insane, but then he isn't exactly better off taking the other course. Hamlet studied at Wittenberg, Luther's university, and, like Cassius and Brutus, was something of a philosopher. Shakespeare seems to admire intelligence and thinking, but to emphasize the downside of both.
Perhaps he was anti-Lutheran. Or perhaps he just saw humanity as caught in a tragic position.