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This will begin to form your embouchure. Your lips should be in front of your teeth, slightly pursed, and your chin is flat. If you can't whistle, make an owl sound. The shape your mouth makes when you say "hoot" is the correct shape. The reed should rest gently between your lips and be just far enough in your mouth to vibrate when you blow out air. Keep the tip of the reed just past the fleshy part of your bottom lip. Make sure your bottom lip is covering your teeth. Never bite on the reed. Your lips are the only part of your body that should touch the reed. Make sure your lips are completely sealed around the reed so the air is going into the oboe. Exhale to produce a noise. Inhale through your nose, then repeat. You do not need to be pressing any keys to make a sound. Create basic notes by pressing down different keys while blowing into your oboe. Look at a fingering chart online or find one in a music book to learn which keys to press for which notes. Practice these notes until you can create a consistent tune and pitch. C, B, A, and G are notes that you'll use in most songs so they're a good place to start. If your notes sound shaky, work on your embouchure and breathing.
Bring your lips together as if you're whistling. Place the reed on your lower lip while keeping your mouth round. Surround the reed with your lips and blow out to create a sound. Practice playing beginner notes like C, B, A, and G with a fingering chart.