What exactly is Hydrochloride? the prescription says Oxycodone Hydrochloride?

Hydrochloride is what the oxycodone is attached to that allows it to be assimilated into the body. Without a chemistry lesson, as the others have said, it is inconsequential to the analgesic properties of this medication.

yes, oxycodone is usually oxycodone hydrochloride. That's the full generic name. Australia has a form of oxycodone called oxycodone pectinate, brand name is Proladone but this form isnt available in the US. It is pretty much the same thing, the chemical composition is just slightly different. If you look under the "professional" description of oxycodone, it mentions the hydrochloride but unless you are medically trained or know chemicals, it doesnt make much sense to you. This is why the "laymens" descriptions dont always mention the "hydrochloride" part.
https://www.drugs.com/pro/oxycodone.html

Its just the second part of the chemical name. It means nothing to the effect of the drug.