This quote from the poem comes towards the end, when Lord Ullin reaches the shore where his daughter and her lover have just been, and he is able to see them and the ferryman as they brave the water in the middle of the storm and try and reach safety. The "fatal shore" as a description captures both the difficulties of the lovers but also is an ironic reflection on Lord Ullin's behaviour and how it has lost him his daughter. The reason why the daughter and her lover are so willing to brave the tempest is that they know Lord Ullin will kill her lover. In the poem, she clearly states she would far rather meet "the raging of the skies" than her father, and she certainly gets her wish. For them, they really have no option except to brave the storm, as if they tarried, Lord Ullin would kill her lover and cause her to live a life without joy or happiness as a result. This is one reason the shore is described as "fatal":
And still they rowed amidst the roar
Of waters fast prevailing;
Lord Ullin reach'd that fatal shore-
His wrath was chang'd to wailing.
However, equally, the shore is "fatal" because Lord Ullin realises his fatal mistake. He has realised that his "wrath" has actually caused him to drive his daughter away from him to a certain death because of the weather. The shore is therefore described as being "fatal" because of the irony of Lord Ullin's quest: he has pursued his daughter to regain her, but the act or pursuing her only means that he has lost her forever.