Fate is a major theme of the play, and Romeo's words illustrate the theme of fate.
We know this from the play's prologue, where we are told that Romeo and Juliet are "star-crossed." in the prologue we are told that the two were fated to fall in love and die. Thus, their fate is not only to love, but also to die.
Romeo, however, believes only that they were fated to love. That's why, when he finds Juliet "dead," he says that he "defies" the stars, or rejects fate. He believes that fate wants to keep them apart; in defying fate, he kills himself and will be with Juliet forever. (He does not stop to think that perhaps his death was "fated" too.)
