Tom Stoppard's Rosencrantz and Guildenstern are Dead, exposes the theme of uncertainty, doubt, and improbabilities as its source material, Shakespeare's Hamlet. As an example of the theatre of absurd, it depicts uncertain interactions between the characters, suspense, and the unbearable meaninglessness in their lives. As the audience we accompany Rosencrantz and Guildenstern on their journey through uncertain events that render them without a concrete sense of identity. The depictions of the characters show that Rosencrantz and Guildenstern question their fates and identity amidst the improbabilities they face. In this cesspool of uncertainty that is their lives, predetermined future and the approaching death shape their identity. The play's opening word is "heads," repeated several times that refers to the improbable case of betting on the toss of a coin. Each time Rosencrantz announces that it is heads and Guildenstern is worried about the money he is going to lose at the betting game and, also the implications of the term, heads. The process is repeated each time which symbolizes their vanity and helplessness. Nothingness creates an endless cycle of life. When there is uncertainty, lack of unity, clarity, rationality, and hope characters' actions become meaningless. They suffer from emptiness and passionately seek the meaning of an unclear and hopeless life. Unfortunately, they realize that their actions and endeavours are all in vain. Their inquiry about the matter of existence consists of impossibilities as they cannot remember their past accurately. This paper intends to discuss Rosencrantz and Guildenstern's loss of identity due to their weak memory and not being able to recall the past, all of which come to an end with the death of the characters, an event that ironically marks the realization of their identities.