When you oppress someone, you use your authority to keep them down. If you oppress people long enough, they might decide to fight back and then decide to oppress YOU.
There is a saying that "power corrupts," meaning that once someone gains power, they tend to misuse it in self-serving or brutal ways. Tyrants tend to oppress those beneath them, by limiting their rights. In the fairy tale Rapunzel, the evil old woman tried to oppress Rapunzel by keeping her locked in a tower. Another use of oppress means to cause to suffer. If the ninety degree heat outside will oppress you, you should stay inside in the air conditioning.