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First, Oedipus received a prophecy from the oracle at Delphi, indicating that he would kill his father and marry his mother.  The ancient Greeks believed that the oracle was the servant of Apollo, and when the oracle says something is going to happen, it is going to happen.  Nonetheless, Oedipus attempts to evade the prophecy by never going back to his home, in Corinth.  He figures that if he isn't around his mother and father, then he cannot possibly fulfill that fate.

What Oedipus doesn't realize is that the people he thinks are his parents are not actually his parents.  This is what he went to the oracle to find out, but the oracle didn't tell him.  His birth parents had sent him away to be killed when he was a baby because they, too, had heard the prophecy and were attempting to evade it.  However, the servant did not kill Oedipus, but gave him to a servant from Corinth instead, and this is how he ended up there.

Therefore, when Oedipus makes his way toward Thebes, he has no idea that this was actually his birthplace and that his parents were the king and queen of Thebes.  On his way, he ran into his birth father, the king of Thebes, they had a physical altercation and Oedipus killed him (without realizing, of course, that this man was his father).  He accidentally fulfilled this half of his fate, and when he gets to Thebes and finds it in need of a king, he marries the queen (his mother) and takes the throne (he had saved Thebes from the sphinx, and so they thought it was appropriate to crown him).  

In the end, Oedipus never had a chance.  His fate was determined even before he was born, when his parents heard the prophecy, and cemented by his own actions when he attempted to escape the prophecy.  Perhaps if he'd have just gone home to Corinth and asked no more questions, it would have turned out all right; maybe the gods would have changed their minds.  However, in trying to escape his fate, he actually enabled it to occur.  His terrible pride, in thinking that he could outsmart the gods and defy the oracle, contributed to his downfall, but because his fate was already determined, Oedipus Rex can be considered, in part, a tragedy because of this fate.

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