The soothsayer says only one short line to Caesar, but he says it twice. The line is the famous saying, "Beware the Ides of March." The Ides of March is March 15, so the soothsayer is warning Caesar that something bad will happen to him on that day. Caesar pays little attention to him. In fact, he couldn't even hear him at first, therefore the soothsayer repeated himself. Caesar quickly dismisses him by saying "He is a dreamer. Let us leave him."
Though Caesar ignores the soothsayer, he ends up running into him again, later on. Caesar remembers the Soothsayer's warning and says, "The Ides of March are come." Caesar is basically mocking the soothsayer because his warning didn't hold up. The Soothsayer replies, "Ay, Caesar, but not gone." Of course, a few hours later, Caesar is killed and the soothsayer is vindicated.