Safie was the daughter of a Turkish merchant resident in Paris and a Christian Arab, enslaved by the Turks, who had raised her as a Christian (II:6:8). Her father's arrest (on unspecified political grounds) leads Felix to vow to free him, and this attracts Safie to him.
He was trying to warn Romeo to be cautious. The "violent delights" that he feels love for Juliet could be equally violent, just like a simple spark could make gunpowder go off.
