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Destiny and fate can not be avoided. This is the message Sophocles is relatiing. He writes about the fact that Oedipus is contolled by his destiny. No matter how hard Odedipus tried, he could not prevent the prophecy from coming to pass. He did kill his father and he married his mother.
Another related theme is blindness, both metaphorical and eventually literal. Oedipus is blind to the reality of his actions, namely that he killed his father and married his mother, and his drive to find out what is causing the plague on Thebes makes him see the truth when Tiresias, the blind prophet, reveals all. Oedipus, as punishment for being blind in knowledge gauges out his own eyes so that he never able to see beauty again.
We are a really powerless in a world that we cannot control. Oedipus, despite having good intentions, stumbles and bumbles his way into a mess of incredible proportions. His work, his family, and his future are obliterated by his own actions, actions for which he could not possibly have foreseen the consequences.
When Oedipus vows to banish Laius' killer, he is unknowingly banishing himself. When he finally realizes this, he accepts his own punishment without complaint, although he does express his unhappiness. He accepts the consequences that he couldn't avoid. How often do we do that sort of thing in real life?
It's been pointed out that this play takes up ideas of fate and destiny and or ability to control these forces. We can also read the play as a comment on dealing with this lack of control. In this way, Oedipus reacts rather poorly but later - as his saga continues after Oedipus Rex - he learns to bear his fate more gracefully and is transformed into a prophet.
Excessive pride is another important idea in the play. At the beginning of the play, Oedipus greets the priest asking for his help by noting that of course, he can help solve the problem of the plague. After all, didn't he solve the Sphinx's riddle and save Thebes before? His pride leads him to persist in his efforts to discover Laius' murderer, a venture that ultimately causes him to learn the truth about his own heritage. The prophecy destined Oedipus to kill his father and sleep with his mother, but it did not indicate that he would ever know his fate. His pride in his superior intellect and ability to solve problems makes him believe that, in effect, only he can find out who killed Laius. Despite warnings from Tiresias and Jocasta, he pushes forward until he learns the painful truth. Pride clearly led to his downfall.
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