The notion that we can only have limited control over our own lives is a compelling one. Though the idea can be hard to swallow, it is a universal truth that no one can entirely protect themselves from outside forces, from the actions of others, from the randomness of our own bodies, etc.
Aristotle said that a good tragedy must evoke catharsis in its readers. Essentially, catharsis is a purging of the emotions of pity and fear in response to a tragedy. In the case of Oedipus Rex, readers witness the downfall of what's otherwise a great man. At the beginning of the play, the Theban citizens love and respect their leader. By the end, their leader has punished himself for what many argue is one of the worst "crimes" a human can commit. We feel pity for Oedipus because his situation is so upsetting, and we feel fear because if someone as noble as Oedipus is susceptible to such a dramatic downfall, then so are all of us.
Well, the universal experience represented in this play is probably that of pride--thinking we, somehow, know more than others. That's exactly what starts Oedipus on his path of self-destruction, and it's not an uncommon occurrence for many of us today. Thinking we know best, that what happened to others won't happen to us, or doing what we want despite the potential consequences all sound like pretty familiar characteristics for modern man--and it's the beauty of great literature that it lives on in the form of human nature.