What is Romeo's response to the Nurse's concerns?

The nurse has a few concerns regarding Mercutio but I'm thinking you are referring to her concerns around Juliet. She warns Romeo not to lead Juliet into a "fools paradise" only to drop her in the end.

But first let me tell ye, if ye should lead her into a fool’s paradise, as they say, it were a very gross kind of behavior, as they say.

Romeo just asks the Nurse to tell Juliet that he is sincere.

Nurse, commend me to thy lady and mistress. I protest unto thee.