We especially see the character Romeo attempt to change or challenge his own fate. One good place in which we see Romeo attempt to change his fate is at the Capulet's ball. Romeo tries to persuade his friends not to crash the ball, warning that he thinks it is a bad idea and that he believes some ill-fate will occur as a result. Romeo warns that he had a dream telling him that dire consequences will come of crashing the ball, namely that he will die young, as we see in the lines:
For my mind misgives
Some consequence, yet hanging in the stars,
Shall bitterly begin this fearful date...
and expire the term
Of a despised life, clos'd in my breast,
By some vile forfeit of untimely death. (I.iv.53, 113-118)
However, despite Romeo's premonition, he crashes the ball any way, thereby attempting to defy fate. He further attempts to defy and change fate by hunting for Juliet on her balcony after meeting her, which places his life in grave danger.
A second place in which we see Romeo try to challenge or change fate takes place in the final act. While waiting in Mantua for news from Verona, Romeo has another dream that he believes predicts a joyful future event, as we see in his lines, "If I may trust the flattering truth of sleep, / My dreams presage some joyful news at hand" (V.i.1-2). He dreamed that Juliet had woken him from death with a kiss and believed in the dream's happy prophecy, despite his earlier premonition. Hence, when Romeo next learns that Juliet has died he feels that the fates have betrayed him in leaving him alive while taking Juliet's life. He therefore decides to take his life in his own hands and commit suicide at her side, as we see in his line, "Is it e'en so? Then I defy you, stars!" (24). In this line, the term "defy" can be interpreted to mean challenge or fight against (Random House Dictionary). Hence, Romeo is saying that he is about to challenge fate's decision to leave him alive by killing himself regardless, thereby attempting to challenge or change fate.