Juliet believes that Romeo is dead when the Nurse says "he's dead." This leads to a series of unfortunate events that ultimately results in their tragic deaths.
She is talking about Tybalt. But at first Juliet thinks she is talking about Romeo.
The Nurse doesn't say anything that resembles this. Please check your quotation.
At first she thinks it's Romeo that's dead because all the nurse says is "He's dead!" without specifying who.
When Capulet goes berserk because Juliet says she doesn't want to marry Paris, the Nurse tries to take Juliet's side, but gets blown away.
Juliet says "Blistered be thy tongue for such a wish" to the Nurse in response to her suggestion that Juliet should marry Paris. Juliet is frustrated and upset at the Nurse's suggestion because she thought the Nurse was on her side and now feels betrayed. Juliet wishes harm upon the Nurse for proposing something that goes against her feelings and desires.
The Nurse says it about Paris.
In Act III Scene II the Nurse says "He's dead!" without explaining who he is. At first Juliet thinks she is talking about Romeo; only later does she find out that it was Tybalt who died.
She says that she can tell Juliet's age right upto the hour.
In act 2, scene 5; Juliet professes her love for Romeo. She has sent the nurse to see if romeo wants to marry her. while she waits, she gets aggitated about how slow the nurse is and how much she loves romeo. when finally the nurse does show up, Juliet wants to know everything. The nurse keeps asking for a breath to catch but Juliet keeps pondering her to tell her what romeo says. finally after some convinsing from Juliet the nurse tells her yes, romeo says yes. Juliet is excited and scared at the same time.
The Nurse
When the Nurse advises Juliet to marry Paris, Juliet responds by pretending to agree with her, thanking her for her advice, but in reality, she is planning to fake her own death in order to be with Romeo.
When the Nurse starts calling Romeo down for killing Tybalt, Juliet joins in and then catches herself. The Nurse says "Will you speak well of him that killed your cousin?" And Juliet replies "Shall I speak ill of him who is my husband??" That's loyalty.