From Odeipus Tyrannus, what is one specific thing we are meant to learn?

There is not but one thing to be learned from the drama of
Oedipus.  There are many truths to be learned from his narrative.  I would think one of
the most important elements to learn is that complexity marks human consciousness. 
Oedipus believes that there are simple and direct answers to everything.  The plague and
suffering has hit his people?  Simple:  He will "fix" everything.  Tiresias says
something to his disliking?  Simple:  He will "banish" him.  There is an oracle saying
something ominous?  Simple:  Oedipius' autonomy and free will can overcome it.  In the
end, this is what the play teaches us in that there are no simple answers to the
fundamental questions of human consciousness.  Individuals must wade through complex
waters and reflect in order to find whatever an appropriate answer might be.  In the
world of questions such as, "Who am I?"  or "Why is there suffering?" or "What shall I
do?" one cannot hope to find simple and rash answers.  There is only obscurity.  When
Oedipus sees the results of his desire for simplicity in the form of his dead wife/
mother, it is clear that he understands this.  This is why his blinding is the ultimate
response to the simplicity he has displayed.  The ending of the narrative is one where
blindness and obscurity will always accompany him.