Juliet loses her innocence during Act 3 Scene 5 in a number of ways. First, she is no longer a virgin. Shakespeare does not write in any kind of steamy sex scene, but scene 5 starts the morning after Romeo and Juliet spend the night together as a married couple. That loss of virginity would be the most basic surface reading interpretation of Juliet losing her innocence. But Shakespeare being Shakespeare, he layers in a lot more stuff.
Scene 5 is a loss of innocence for Juliet, because it is a scene of maturation for her. First, Lady Capulet comes to tell Juliet and tells her of the upcoming marriage to Paris. Juliet is now capable of verbally sparring with her mother and instead of rolling over and accepting the marriage, Juliet manages to profess her love for Romeo while convincing Lady Capulet that she is agreeing.
Juliet's next loss of innocence step is her defiance of her father's wishes. Juliet flat out tells her father that she will not marry Paris. “I will not marry yet; and when I do, I swear / It shall be Romeo—whom you know I hate— / Rather than Paris.” Capulet gets angry and threatens to disown Juliet, but she holds strong.
The last loss of innocence happens when Juliet speaks with her nurse. The nurse tells Juliet to forget Romeo and marry Paris. Juliet vows to not listen to her ever again. This is a strong symbol. Little girls have nurses. Women do not. So Juliet vowing to never seek the Nurse's council again signifies that Juliet no longer needs the nurse. She is now a woman.
And as a woman, Juliet finishes the scene by saying the one thing that she definitely has the power to control . . . her own life and the power to kill herself.