Shakespeare did act in minor roles in some of his own plays. The First Folio has a listing of all of the actors' names to have performed in Shakespearean plays, and Shakespeare himself is on that list.
Shakespeare began acting on stage and first appeared in a play in 1592. Robert Greene gave him a scathing review on his performance at that time. The belief is that in 1593, he played the main character of Edward I. Edward Peele authored the play Edward I. Shakespeare played the role of the ghost in the play "Hamlet" on at least one occasion.