Why did Oedipus go to see the Delphic Oracle?

First is it important to know who the Oracle of Delphi was and her purpose; she was a spokeswoman for the god Apollo and her influence impacted politics and religion and caused shifts of power. Oedipus consulted with this high priestess to find out if he was the son of the king and queen of Corinth, only to learn that he was fated to kill his father and marry his mother. Oedipus went a second time to determine the cause of the plague of Thebes, whereupon he learned that it was brought about by the murder of Laius, former king. Inquiries were made to the Oracle of Delphi only once a year.

There are two instances in his life in which Oedipus seeks out the Delphic Oracle. On the first visit, Oedipus goes to the Oracle himself because he has heard rumors that he is not the true son of the king and queen of Corinth. Indeed, Oedipus's true parents are Laius and Jocasta, the king and queen of Thebes, who when Oedipus was born received a terrible prophecy that their son would grow up to one day murder his father and sleep with his mother. Terrified, the king and queen expose the child—a common enough practice in Ancient Greece—but a kindly shepherd took pity on the boy and brought him to the childless rulers of Corinth, who adopted Oedipus and raised him as their son. The Oracle, however, does not answer Oedipus' question about his parentage but instead repeats the prophecy he was given at birth, that he would sleep with his mother and murder his father. Horrified at this prospect and still believing the King and queen of Corinth to be his true parents, Oedipus runs away from Corinth to Thebes, where he unwittingly fulfills both part of the prophecy.
The second time Oedipus seeks the Oracle, he sends his brother-in-law, Creon, in his place. He intends to ask the Oracle the cause of the plague that is besetting Thebes. Creon reports that the Oracle said the plague had been caused by religious pollution, since the murder of Laius, the previous king, had never been avenged. Thus, the play's plot is set in motion as Oedipus vows to uncover the king's murderer and bring him to justice, unknowing that he himself is the criminal he seeks.