Ah okay I remember this scene now. Hamlet does not know yet if the ghost he saw was truly his father, or a work of the devil. (He says "The spirit that I have seen may be a devil.") Therefore, to make sure the ghost wasn't lying, Hamlet will put on a play that mirrors the scene in which Claudius murdered his father and will watch Claudius for a reaction. If he reacts badly, Hamlet will know that the Ghost was telling the truth.
Basically, his reason for delay is because he does not actually know if Claudius murdered his father yet. He wants to make sure it is true before he takes his revenge.