What message does the writer wanted to convey us through the character of Jokasta?
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Jocasta is the Queen of Thebes, but it's just not as glamorous as it sounds. By all accounts, it seems like her first marriage with King Laius was a happy one. That is, until he received the prophecy that he was destined to be murdered by his own son. This, of course, is what caused Jocasta and Laius to pierce and bind their one and only child's ankles and send him off to a mountainside to die. (In Ancient Greece, it was common to abandon unwanted children rather than kill them. That way the child's fate was in the hands of the gods, and the parent wasn't considered directly responsible for its death.)
Sometimes Jocasta is criticized for her distrust of prophecies. It's an understandable prejudice, though. Jocasta doesn't know that the prophecy Laius received came true – she believes her son to be dead and her husband to have been murdered by a band of thieves. This seemingly disproves the prophecy that said Laius would die by his son's hand. As far as Jocasta knows, she abandoned her baby boy to exposure, starvation, and wild beasts for nothing. She has very good reason to be more than a little skeptical of prophets.
It's important to note that though Jocasta is critical of prophecy, she isn't necessarily sacrilegious. In fact, within the play we see her praying to the god Apollo, making offerings, and asking for his protection. No other character, besides the Chorus, goes as far. In a way you could see her as one of the more pious characters onstage. (Not that it does her any good.) It seems that it isn't the gods themselves that Jocasta is skeptical of, but instead their supposed servants – men like Teiresias.
Jocasta realizes before Oedipus that he is her son, and that they have committed incest. When she hangs herself with bed sheets, it is symbolic of her despair over her incestuous actions. Interestingly, Jocasta plays both a spousal and maternal role to Oedipus. She loves Oedipus romantically, but like a parent, she wishes to protect Oedipus's innocence from the knowledge of their relationship.
Like Oedipus, Jocasta commits most of her "sins" in ignorance. Yes, she did abandon Oedipus purposely when he was a baby, but even Oedipus says he wishes he had died on that mountainside.