What does oxycodone do to your brain?

Dependency. Any opiate can induce psychological or physical dependence. Wikipedia has a decent article about this: http://en.Wikipedia.Org/wiki/opioid_dependence.
Insane in the... It can cause confusion. After taking it for a long time it can cause biological dependence, where your body will show signs of withdrawal if you stop. It can cause psychological dependence / addiction. The areas of your brain that signals production of testosterone could be negatively effected (decrease testosterone). List is much longer so try alternatives to it and other opioids if u can...