In a properly Christian world, revenge would be strictly in the hands of God, but in the play, Proserpine endorses revenge, and it is she who sends Andreas through the gates of horn (the gates through which true dreams come) so that he can revenge himself on his killer. The arrival through the gates of horn indicates that we should believe Andreas and Revenge in what they say. And the endorsement of revenge places the play in a universe somewhat, though not completely, removed from the world of the ordinary Elizabethan, for whom revenge was a controversial issue.
Finally, the play introduces us to its theatrical world, where we are quickly introduced to several important structural features, or conventions, that the play uses. Many of these are drawn from Senecan tragedy. Seneca was a Roman playwright of the first century A.D., whose bloody, sensationalistic plays were widely read by Elizabethans and used as models for Elizabethan tragedy, especially revenge tragedy. Revenge tragedy was a sub-type of tragedy where the primary motivation for the protagonist is revenge. The Spanish Tragedy is perhaps the earliest extant version of such a tragedy, and Shakespeare's Hamlet is undoubtedly the most famous.
Conventions of Senecan tragedy that we have already seen include: the angry ghost, calling from revenge from beyond the grave; the brief expository speech made by that ghost in order to inform the audience of the play's back-story; and the chorus composed of Andreas and Revenge. But as with Virgil, Kyd does not blindly copy the theatrical conventions of Seneca. The chorus is unlike anything in Seneca; it does not merely comment but, rather, has a perceived and direct interest in the action, and Andreas is introduced to us as a full-blooded character in his own right. In effect, Kyd places two mediating characters between us and the central action of the play, and these two act as an audience to the events of the play, while we perceive them as being part of the play itself. This ambiguous actor/audience status also serves to make ambiguous the relationship between the world of life and the world of the play, as we are more ready to identify real life with the events of the main plot that Andrea and Revenge watch as if they were at a play. Thus, this meta-theater setup conveys an ambiguity not only about the distinction between the "play" and "reality" but also makes ambiguous the line between the natural world and the supernatural.