He still fears the second part of the prophecy - that he might sleep with his mother. Jocasta tries to reassure him by saying it's normal for men to dream of such things, and to ignore it. Live for the day!
But Oedipus will not be soothed. The messenger overhears, and offers to help. What is he afraid of? Oedipus tells him of the prophecy - that he will kill his father and marry his mother. The shepherd says there's no need to worry at all, because ...

• Merope is not his mother
• His mother is also dead
• Polybus was not his father