What is ironic about Julius Caesars death in relation to preceding events?

I assume you are referring to the death scene of Julius Caesar in the eponymous play by Shakespeare. In this play, in Act 3, Scene 1, Caesar remarks to the Soothsayer at the opening of the scene that "the Ides of March are come," it having been prophesied that this day would bring doom for Caesar. In response, the Soothsayer cautions that they are not yet gone. This draws the audience's attention to the significance of what happens next.
Artemidorus appeals to Caesar to read "this schedule," which the audience knows contains information about the planned attack on Caesar. He implores Caesar to read it, but unfortunately the approach he takes is unsuccessful. He prevails upon Caesar to read his letter first because it "touches Caesar nearer," but this only has the effect of Caesar setting the letter aside. He says, "what touches us ourself shall be last served," an expression of humility. The great dramatic irony here is that, had Caesar read the letter, perhaps, had Artemidorus made his appeal on different grounds, then Caesar would have been forewarned of what was about to occur, and might have avoided death. Caesar has willingly rejected information that could have saved him.