When do Romeo and Juliet find out that they are members of the enemy families? Who tells them?  

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Romeo is the first to find out that he has fallen in love with an enemy. After he has become deeply enamored of Juliet at the Capulet party, Juliet's nurse comes up to her at the same party and tells her that her mother wants to talk to her.

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Romeo is the first to find out that he has fallen in love with an enemy. After he has become deeply enamored of Juliet at the Capulet party, Juliet's nurse comes up to her at the same party and tells her that her mother wants to talk to her.

As soon as Juliet is out of earshot, Romeo asks the nurse who she is. The nurse says:

Marry, bachelor,
Her mother is the lady of the house
Romeo is thunderstruck to realize Juliet is a Capulet and says his life is now owed to his enemy:
Is she a Capulet?
O dear account! My life is my foe's debt.

Juliet discovers Romeo's identity very soon after this. She asks her nurse who he is. The Nurse goes off to find out and returns to tell her he is Romeo from the hated Montague family. (It is interesting that, in both cases, the nurse delivers the news, foreshadowing her role as go-between.)

When she finds out who her mysterious beloved is, Juliet exclaims, as an aside:

My only love sprung from my only hate!
Too early seen unknown, and known too late!
The last sentence in the couplet above implies that, if she had known who he was earlier, she would not have fallen in love. Now, however, it is too late.
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Romeo and Juliet meet in Act I, Scene 5. They initially have no idea who they are interacting with as they fall in love in a matter of minutes. It has often been referred to as "love at first sight." Impressively, Shakespeare employs a sonnet (a 14-line poem with a specific rhyme scheme) to portray their initial discussion as Romeo claims he is like a pilgrim worshipping at a religious altar when he holds Juliet's hand and then kisses her lips. Their private words are interrupted by the Nurse who tells Juliet her mother wishes to speak with her. While Juliet is away, Romeo inquires of the Nurse as to Juliet's identity. The Nurse tells him,

Marry, bachelor,
Her mother is the lady of the house,
And a good lady, and a wise and virtuous.
I nursed her daughter that you talked withal.
I tell you, he that can lay hold of her
Shall have the chinks.
Romeo realizes that Juliet is a Capulet, the age old rival of his family. He quickly retreats from the party under urging from Benvolio. He returns, of course, to find Juliet on her balcony in the next Act. He never seems to actually contemplate the consequences of his love for Juliet in the rush of events which will lead to their marriage.
 
While Romeo is leaving, Juliet points him out to the Nurse who tells her that he is a Montague. She responds by admitting her love for him but also her despondency that he should be an enemy to her family:
My only love sprung from my only hate!
Too early seen unknown, and known too late!
Prodigious birth of love it is to me
That I must love a loathèd enemy.
 
 
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Their knowledge of each other's family background occurs within minutes of separating from each other after meeting at the feast at the Capulet's house.

As the nurse is talking to Juliet, Juliet tries to be rather coy about learning Romeo's identity. She points to several different guys in the room and asks their identities first. Then she tries to learn of Romeo's identity. This is just like a teenage girl trying not to give away her crush. However, when she learns that it's Romeo she gives it away to the nurse by saying that her grave is like to be her wedding bed. This is like a girl today saying, "Like, I'll totally die if I can't have him!" Now the nurse knows their secret and will have to remain in the secret. These are important features of their learning of each other's identities that will play important roles later.

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Romeo and Juliet each find out who the other is at the end of Act I, Scene 5.  This is the scene where the Capulets hold a dance and Romeo and Juliet first see each other.

Both Romeo and Juliet learn of the other's identity from the nurse.  The nurse comes and tells Juliet her mother is looking for her.  Romeo asks the nurse who Juliet's mom is and the nurse tells him.

Then, after Romeo has gone, Juliet asks her who Romeo was.  The nurse tells her.  Both Romeo and Juliet are unhappy, but still in love with each other.

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