By definition, an oxymoron is figurative language which combines two incongruous and seemingly contradictory words and meanings for a special effect. In other words, two words that normally do not work together and contradict or go against each other in meaning, are brought together for a special effect.
In the short story, "The Storyteller" by Saki, the author describes the main character, Bertha as so good she was "horribly good." In an effort to drive home how incredibly saintly Bertha really is, the word "horribly" is used with the contradiction "good" -- a sense of how "makes you want to gag" good Bertha is, is driven home with the word "horribly."
To find examples of an oxymoron in TKAM, I would suggest looking carefully at the narrative descriptions of the people and places in and around Maycomb. "The warm bittersweet smell of a clean Negro . . . ." on p. 135 is a great example. Consider how something can be both bitter and sweet at the same time and how in contradicting each other, both words combined have a special affect on the reader and each other.
Hope this helps.