"two worlds has collide
in an unexpected way
the grey skies has open it's ways
for the world to play"

First line: "has collide" should be "have collided". Nice last two lines, I like the wording, very cool!

"Opportunity will only
come knocking on our door once
It will be to late by then
when we think about it twice
maybe that's the price
we need to pay
for telling our heart lies"

Good stanza, I like the title too, and its uniqueness.

"It may make no sense
for us to leave
something that we have build
but does it even make any sense
for us to live our lives in pretense
and not pursuing what we feel?"

Second line: Maybe reword it to this: "for us to part our ways", to me it just reads better, but that's my opinion.
Third line: "build" should be "built".
Last three lines, great emotion and meaning, and good question at the end that leaves the reader thinking. 4/5 from me, take care..