Starting with a basic Turing machine, successive applications of the Turing jump produce successively more powerful machines, that can be indexed by any ordinal. A tempting error for students, and one I've heard a few times, is something like:
Well, I'll define a class M of machines, defined by the standard Turing machine operations and having an oracle O. When O is queried with an integer x, O decodes x as a description of an M-machine and returns whether that M machine halts on an empty input string. This way any M machine can solve the halting problem of any other M machine -- it can solve its own Halting problem!
This is of course incorrect, since you can logical paradoxes from it: a machine simply needs to ask O about itself and then perform the opposite. This is a different theorem from the standard "a Turing machine can't solve its own Halting problem" issue, it's that you also can't define anything more powerful than a Turing machine that is a fixed point of the Turing jump.
I've heard this argument repeated and it seems like folklore. However, I would very much like a reference to it. My background is not so much in computability theory and I know there's a lot I don't know. If anyone could point me to an early description of this idea (theorem?), it would be greatly appreciated.