No, I wasn't traumatised. No, I don't recall being grossed out of my young wits by the amount of age-inappropriate content. No, I didn't find the story disturbing at all. No, I didn't have nightmares, and didn't remember the plot for long after.
Yes, it's probably behind my grown-up tolerance for the likes of House Lannister. Ahem!
More seriously, I never read the entire trilogy until now. Mostly because I already knew what was coming after the first play, and that more or less spoilt it for me. But currently I'm on a Big Three Tragedians reading binge, and it was Sophocles' turn. Looking in my shelves, turns out I've hoarded about seven different translations of his plays, from which I selected Robert Fagles as the best of the lot after sample-reading the others (Bagg and Kitto are next for the top three, by the way).
Did I like the two other plays that complete the Oedipan cycle, Oedipus at Colonus and Antigone? Yes! Definitely yes, it's the only trilogy that got 5 stars for all three in a row, despite not being my favourite drama plot. It's too good to rate lower, in my opinion. And seeing the quality, it made me wish Sophocles' complete take on the House of Atreus hadn't been lost.
As a curious observation, there's an interesting little detail here: Sophocles chose to have Oedipus get divine compensation for his tragic fate upon death, by an ending that looked similar to biblical tales of similar tone, and also reminded me somewhat of J. R. R. Tolkien's Túrin, another tragically cursed character also driven to unintentional incest by forces beyond his control. Very interesting! What it is, I won't be telling, just do read it.