It's a trap!

Luke was walking through a seemingly deserted Cloud City. He hears footsteps and hides. Boba Fett and Company walk by. He follows discreetly. Boba has a surprise for him and takes some pot shots to scare Luke and pique his interest. Then Leia spots Luke and screams "It's a trap!". Why in the world did Luke continue to follow them??? I would have turned around and found some other way to find my friends.

 

He knew going in it could easily be a trap, and he considered himself prepared for it. Recall in RotS, Obi-Wan and Anakin discussing how there was a trap, and then deciding to spring the trap. Its a similar principle here.

Also, he was being guided and might not have been able to go a different direction if he wanted to.

 

Well, the whole reason he went to Cloud City was because he sensed that they would be in pain and suffering. He was in a hurry to save them, and probably wasn't thinking logically at that point. He cared about his friends and rushed to save them with complete disregard for the training that could have benefited him in the duel with Vader.

 

Luke was an arrogant and cocky piece of shhhh...aving cream. He said to himself, "I am the best and no harm can come to me!"

 

Good points. I guess Luke's naiveté got the better of him once again.