In the first episode what is ironic about oedipus claim that he is “stranger to the story”?

Oedipus does not know the secret behind his life. This is the irony of Oedipus being a "stranger to the story". He does not yet know he is the main story. In seeking to find the reason of the plague on Thebes, he seeks himself.

...by demanding that others tell him all they know he is forced to confront the hideous facts of his patricide and incest.