Even after Mercutio's amusing or revealing speech about dreams, Romeo still ends this important scene with a misgiving, or a presentiment about some bad action that will happen and set the course of fate against him. Note what he says as they leave:
I fear, too early; for my mind misgives
Some consequence yet hanging in the stars
Shall bitterly begin his fearful date
With this night's revels and expire the term
Of a despised life, closed in my breast,
By some vile forfeit of untimely death.
To paraphrase this speech, Romeo is filled with an unexplainable fear that fate or destiny shall do something or initiate some form of action that very night during the ball that will unleash a chain of events resulting in death. Juliet has similar presentiments during the play. Romeo here though chooses to trust himself into the hands of "he that hath the steerage of my course" and goes on into the party.