To add to the other answer,, he is sad because he is a hopeless romanTic. At the start of the play he is depressed because the object of his affection, rosaline, isn't aware of his existence and he sees this atd total rejection of his love. read more
Well the answer to this question is that Romeo is sad because he broke up with Rosaline. He gets super dramatic as he his a teenager which gives Mercutio the opportunity to tease him about his love for Rosaline. read more
In contrast, when he first sees Juliet in Act 1 scene 5, he and Juliet share a sonnet which Shakespeare most certainly uses to indicate a genuine and true connection. Thereafter, Romeo is emboldened by his love for Juliet, allowing him to enter the Capulet garden, to belittle the dangers there which Juliet is painfully aware of. read more