Romeo does not even want to go to the Capulet banquet, and that is not because his family, the Montagues, are the sworn enemy of the Capulets. In fact, he is so depressed that the woman he professes to love, Rosaline, does not love him in return, that he is not in the least interested in partying--or looking at other girls, which is why his friends want him to go to the party with them.
In Act I scene v of Romeo and Juliet by William Shakespeare, Romeo and his friends show up in masks at the Capulet ball and are allowed to enter. It is a festive night for everyone, and Juliet's father just wants everyone to have a good time.
Once Romeo enters the party, the first thing he does is ask a servant the identity of Juliet who he sees in the distance but who he doesn't yet know, as this quote shows:
What lady is that which doth enrich the handOf yonder knight?
Oh, she doth teach the torches to burn bright!