One example in the play when Oedipus makes a statement that means one thing to him, but something different to those of us that know his...

While there are several instances in Oedipus
Rex of dramatic irony, a situation in which the audience or reader knows more
than the speaker, one such example is Oedipus's ironic condemnation of himself when he
states his intentions against the man who is the cause of the illness of
Thebes:

I ban
this man, whoever he is from all land

over which I hold
power and the throne.

I decree that no one shall receive
him

or speak to him, or make his
partner

in prayers to the gods or
sacrifices

nor allow to him holy
water;

but instead that everyone must expel
him

from their homes, as this man is the
source

of our pollution as the
oracle

of Pytho has just revealed to me. (ll.
240-249)

Unfortunately for
Oedipus, he has  unwittingly condemned himself to banishment.  For, preceding the
reading or attendance at this play, audiences know the myth of Oedipus Rex; therefore,
they are aware that Oedipus is jeopardizing his own welfare with his
decree.