How did audiences behave in The Globe Theater?

The Globe Theater, famous for having hosted the plays of Shakespeare, was one of the first purpose-built playhouses. Prior to this, plays were frequently performed in public houses and squares; the novelty of coming to a theater like The Globe appealed to all echelons of society, and audiences at The Globe represented a cross-section of London at the time.
The Globe could accommodate around 3,000 people, although all were not seated. The lower classes could buy a "groundling" ticket for a penny, which meant a play spent standing by the stage. Other gradations of ticket entitled the bearer to a bench seat in the open air, while the wealthier theater-goers would purchase a ticket in the enclosed theater boxes.
A visit to the theater was an experience: food and drink were for sale during the performance, and the audience would frequently be drunk. A visit to the theater was intended to be an all-day (or at least, all-afternoon) experience and was meant to be fun. It is for this reason that Shakespeare's plays generally take up to four hours to perform, and even the tragedies and histories include "light" scenes (mainly bawdy humor) to rejuvenate audiences. Crowds were very large and would generally behave towards the actors in a way that would only be seen now in a pantomime—indeed, traditional British pantomimes give us a general understanding of how all theater was once received. Villains would be booed and heroes cheered, and the audience would not shy away from attempting to "influence" the action onstage—calling "it's behind you!" and attempting to clue in the hero as to the machinations of the villain, for example. This gives some explanation as to why Shakespeare's characters so often address the audience as if conspiring with them.
You can read more in The Globe's own very useful factsheet, linked below.