In a bowl, add in the cocoa powder and sugar. Stir to combine. This will prevent lumps of cocoa powder. Set aside.
In a large mixing bowl, add in the cream cheese. Beat with a hand mixer on medium until smooth. Scrape down the sides of the bowl.
Add the cocoa powder and sugar mixture in with the cream cheese. Beat on medium until incorporated. Scrape down the sides of the bowl.
Add the heavy cream and chocolate to a microwave-safe bowl. Microwave in 30-second intervals and stir. Repeat until the chocolate is completely melted.
Add the melted chocolate and heavy cream to the cheesecake and beat until the chocolate is thoroughly incorporated. Scrape down the sides of the bowl.
Add the vanilla extract and then the eggs one at a time into the cream cheese mixture. Beat in each egg completely before adding the next. Scrape down the bowl after incorporating each egg.
Add the sour cream. Beat until combined. Give the bowl one last scrape.
Wrap the springform pan with 2 layers of heavy-duty tin foil. Place the cheesecake into a slightly bigger pan and fill with one inch of water.
Pour the cheesecake batter on top of the Oreo cookie crust.
Place in the preheated oven. Let the cheesecake bake for 1 hour 20 minutes to 1 hour 30 minutes or until done. To make sure the cheesecake is done, gently give it a wiggle. If it slightly jiggles in JUST the middle like Jello, then it's done. If it jiggles all over, it needs to bake longer. Turn off the heat and crack the oven door slightly. Let it cool in the oven for 1 to 2 hours until it reaches room temperature and then place in the fridge to chill overnight.