SAMPSON Ay, the heads of the maids, or their maidenheads;
take it in what sense thou wilt.
This refers to cutting off heads of women—but is a pun for taking their virginity.
GREGORY 'Tis well thou art not fish; if thou hadst, thou
hadst been poor John. Draw thy tool! here comes
two of the house of the Montagues.
They've been talking about violence, but also sex: draw your tool means draw sword/penis.
ROMEO Not I, believe me: you have dancing shoes
With nimble soles: I have a soul of lead
Romeo speaks to Mercutio: he has a soul of lead (he's sad) so he has soles of lead (heavy feet).
MERCUTIO That dreamers often lie.
ROMEO In bed asleep, while they do dream things true.
Dreamers lie (are false), and lie (down)
MERCUTIO You are a lover; borrow Cupid's wings,
And soar with them above a common bound.
ROMEO I am too sore enpierced with his shaft
Soar/sore : hurt/fly