For those who have seen Luhrmann's adaptation, Claire Danes as Juliet shoots herself in the head with Romeo's 9mm gun...
When we see stage directions in a contemporary play, we trust those stage directions. Why? Because we know they are written for us, the readers, by the author. Not the case in Shakespeare...

Stage directions tell actors what they should be doing onstage. They can also help readers determine what’s going on, because a reader doesn't have the visual input a playgoer has. But Shakespeare himself wrote very few stage directions...
In middle school I was handed Macbeth and told to read it. Like everyone else in my class I sort of attempted to read it, but mostly I spark noted it, passed the test, and couldn't forget about it fast enough. I didn't go near anything by Shakespeare again in middle or high school. Unless I was forced. There's a big problem (actually there are many) with being handed Macbeth in middle school...