The Ghost in Hamlet is the part to which he is most often linked.

From Shakespeare The World as Stage by Bill Bryson.  Chapter 4 page 80.

For authors and actors alike, the theatrical world was an insanely busy place, and for someone like William Shakespeare, who was playwright, actor, part owner, and probably de facto director as well (there were no formal directors in his day), it must have been nearly hysterical at times. Companies might have as many as thirty plays in their active repertoire, so a leading actor could be required to memorize perhaps fifteen thousand lines in a season—about the same as memorizing every word in this book—as well as remember every dance and sword thrust and costume change. Even the most successful companies were unlikely to employ more than a dozen or so actors, so a great deal of doubling up was necessary. Julius Caesar, for instance, has forty named characters, as well as parts for unspecified numbers of “servants,” “other plebeians,” and “senators, soldiers, and attendants.” Although many of these had few demanding lines, or none at all, it was still necessary in every case to be fully acquainted with the relevant props, cues, positions, entrances, and exits, and to appear on time correctly attired. That in itself must have been a challenge, for nearly all clothing then involved either complicated fastenings—two dozen or more obstinate fabric clasps on a standard doublet—or yards of lacing.

In such a hothouse, reliability was paramount. Henslowe’s papers show that actors were subjected to rigorous contractual obligations, with graduated penalties for missing rehearsals, being drunk or tardy, failing to be “ready apparelled” at the right moment, or—strikingly—for wearing any stage costumes outside the playhouse. Costumes were extremely valuable, so the fine was a decidedly whopping (and thus probably never imposed) £40. But even the most minor infractions, like tardiness, could cost an actor two days’ pay.

Shakespeare appears to have remained an actor throughout his professional life (unlike Ben Jonson, who quit as soon as he could afford to), for he was listed as an actor on documents in 1592, 1598, 1603, and 1608—which is to say at every phase of his career. It can’t “have been easy to have been an actor as well as a playwright, but it would doubtless have allowed him (assuming he wished it) much greater control than had he simply surrendered a script to others, as most playwrights did. According to tradition, Shakespeare specialized in good but fairly undemanding roles in his own plays. The Ghost in Hamlet is the part to which he is most often linked. In fact, we don’t know what parts he played, but that they were nontaxing roles seems a reasonable assumption given the demands on him not only as writer of the plays but also in all likelihood as the person most closely involved with their staging. But it may well be that he truly enjoyed acting and craved large parts when not distracted by scripting considerations. He was listed as a principal performer in Ben Jonson’s Every Man in His Humour in 1598 and in Sejanus His Fall in 1603.