Let us remember that in this dreadfully ironic scene Jocasta brings the messenger from Corinth before her husband in her attempt to console him and prove that the prophecy about Oedipus was false and wrong. Note the prophecy that was made about Oedipus that he shares with the messenger:
Apollo said through his prophet that I was the man
Who should marry his own mother, shed his father's blood
With his own hands. And so, for all these years
I have kept clear of Corinth, and no harm has come...
Oedipus and other characters believe that he is the son of the King and Queen of Corinth, which is why he left his "home" to come to Thebes. The messenger brings news that his father, King Polybus, has died, and therefore Jocasta thinks that this disproves the prophecy that she has spent so much time and energy trying to disprove. However, the situation suddenly transforms from being one of hope to one of harsh revelations, as the messenger divulges to Oedipus that he was not the son of King Polybus, and that the messenger found him as a baby on a mountain pass. This of course is terrible news because it still may mean that the prophecy is true.