Caesar does not pay sufficient attention to a great many people, several of whom could have saved his life if he had heeded them.
Notably, his own wife Calpurnia had a dream that Caesar was being murdered, and she begs him not to go to the Senate House. He is partly persuaded to stay at home, but then the men who come to escort him--most of whom are conspirators against him--make him change his mind by suggesting that he is going to receive the crown that day. (Act 2, Scene 2)
Earlier, a Soothsayer had told him to beware the Ides of March, and then when he is going to the Senate House he encounters that same Soothsayer and they have the following exchange of words:
The ides of March are come.
Ay, Caesar, but not gone. (Act 3. Scene 1)
So Caesar remembers the earlier warning and continues to ignore this Soothsayer.
Almost immediately he is accosted by Artemidorus who has prepared a letter warning Caesar that there is a plot against his life involving Brutus, Cassius, Casca, Cinna, Trebonius, Metellus Cimber, Decius Brutus, and Caius Ligarius; but Caesar refuses to read it there in the street, as Artemidorus urges.
There is a continuous foreshadowing of Caesar's assassination right up to the moment all the conspirators stab him to death in Act 3, Scene 1.
The members of Shakespeare's audience feel like Calpurnia, the Soothsayer, and Artemidorus, because they know that Caesar must die in the Capitol on the Ides of March.