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The term "fool," in the sense that Romeo would be using it in the line, "O, I am fortune's fool!" (I.iii.138), would most likely refer to a person who is kept, especially at the royal courts, to entertain and amuse. Another term for a fool is a court jester. However, the term "fool" can also refer to a person who has been "tricked or deceived" into doing something "silly or stupid" (Random House Dictionary). In this line, Romeo is personifying "fortune" to say that "fortune" is either using him for entertainment as "fortune's" court jester or using him as entertainment to do something foolish or stupid. Either way, Romeo is claiming that fortune is using him for "fortune's" own personal entertainment. In addition, the term "fortune" can be interpreted to refer to either prosperity, such as wealth and happiness, or things that are about to happen, which is synonymous with fate. Therefore, Romeo is also claiming in this line that either prosperity and happiness is using him for personal entertainment, or fate is using him for personal entertainment.
Personifying prosperity or happiness in the term fortune and saying that Romeo is prosperity's fool certainly fits in with a common theme in the play. We see from the very start of the play that Romeo is plagued with sorrows. First he is plagued with feeling desperately brokenhearted over Rosaline's rejection, so brokenhearted that he has been seen each dawn under a grove of trees, "[w]ith tears augmenting the fresh morning's dew," meaning crying (I.i.128). Now that he has met Juliet, he feels that he has finally found happiness and prosperity. Not only does she love him in return, she has just hastily married him in secret. At the moment when Romeo says the line in question, "I am fortune's fool," Tybalt has just killed Mercutio while Romeo attempted to break up the fight, and Romeo sees the bitter irony of the situation. The situation is ironic because Romeo and Tybalt, without Tybalt's knowledge, have just become family members, which is why it is so important to Romeo not to get into a fight with Tybalt. However, Mercutio becomes angered by Romeo's attempt to pacify the situation and answers Tybalt's challenge to a duel on Romeo's behalf. Romeo tries to separate them, but as Mercutio phrases it, "Why the devil came you between us? I was hurt under your arm" (III.i.102-03). Hence, one thing ironic about this moment is that death happened when Romeo was only trying to bring peace. Another thing ironic about this moment is that now Romeo is compelled to avenge his friend's death by killing Tybalt who is now his own cousin. Therefore, at a moment when Romeo has just found peace, prosperity, and happiness in his own life, he sees himself now being tricked into destroying all of his own happiness, serving as entertainment to "fortune," making him "fortune's fool," or court jester, and since irony can be equated with comedy, we can easily agree with Romeo that it does in deed seem as if prosperity was intentionally making a fool out of him. In addition, since Romeo's circumstances with Tybalt has a great deal to do with fate, we can also see how he has been used by fate for entertainment or as a court jester through the same bitter irony.
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