The important bit of the action is the part where the mouth expels the air in a controlled manner while you breathe in through the nose. It's supposed to be relatively easy on the oboe because the resistance of the reed makes that part of the action easier to control, unlike flute or recorder where the air just flies out before you have time to grab a new breath. (Clarinet is a little in between and I don't know how you would compare it with the brass instruments or dij.)
One suggestion I heard for beginning it is to take a mouthful of water and spit it out through pursed lips using only the cheeks. (Don't do this at the computer.) You then try that with a mouthful of air, of course - don't be afraid to inflate the cheeks (that's something beginners are always told never to do with woodwinds but if you're a beginner you're not ready for this yet anyway). Then take that to the instrument, playing shortish notes without actually breathing out from the lungs but not worrying about trying to breathe in at the same time yet either. You can work on making the cheek-propelled notes longer before you try to join them up with normally-played notes. The tricky part of course is joining the phases up. That's easier with active passages or trills and sometimes quite difficult to do unobtrusively with sustained notes.
One thing that's quite important especially with oboe is during long passages to let the air out as well as in - in other words to perform the same cheek action but letting 'old' air out through the nose so that it doesn't build up, since not much air actually comes out of the instrument.
There is NO danger of physical damage. (Or at least no more than there is playing the instrument in the normal way.)
