While oxygen has been detected indirectly on other planet, this is the first direct measurement of O2.
NASA reported that:
The oxygen appears to arise when Saturn’s magnetic field rotates over Rhea. Energetic particles trapped in the planet’s magnetic field pepper the moon’s water-ice surface. They cause chemical reactions that decompose the surface and release oxygen. The source of the carbon dioxide is less certain.
Oxygen at Rhea’s surface is estimated to be about 5 trillion times less dense than what we have at Earth. But the new results show that surface decomposition could contribute abundant molecules of oxygen, leading to surface densities roughly 100 times greater than the exospheres of either Earth’s moon or Mercury. The formation of oxygen and carbon dioxide could possibly drive complex chemistry on the surfaces of many icy bodies in the universe.
I would not plan for visit anytime soon or at least bring a good sweater. The warmest areas reach -174°C (-281°F) and its shaded areas are a bit more chilly at -220 degrees°C (-364°F).