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The Prologue opens the play with the line: "I come no more to make you laugh," but we beg to differ (Prologue.1). In fact, the Prologue and the Epilogue have a sly sense of humor that makes us chuckle a bit. Don't believe us? Check out what the Epilogue says: "Some come to take their ease / and sleep an act or two" (Epilogue.2-3). Come on, that's at least a little bit funny.
In any case, the Prologue and Epilogue do more than just crack a few jokes. They accomplish a couple of things. They:
Telling the audience how to react is the biggest part of these allegorical figures' jobs. We don't have to believe every word they say, though. Let's put it this way: if Shakespeare puts a character on stage to tell us how to react to things, it's pretty safe to say we should be suspicious: this is one writer who likes to make us think, after all.
It could be that because the events depicted in the play are fairly recent (for Shakespeare) and possibly somewhat dangerous, he's got the Prologue and Epilogue around as disclaimers to say that he's not up to anything subversive… even though he probably is.