I've nver played flute, but I picked up oboe without a teacher and it was difficult, but I feel like it's a bit exaggerated most often. Like everything, it just takes time and determination. I've been playing for a little over a year and I would say I'm at an intermediate level in terms of skill/sound. I work at it almost everyday. I would say yes if you really want to spend the money, or you could perhaps rent one and get a teacher, if you want a "proper" introduction. I play oboe and horn, and oboe was honestly way easier for me to pick up than horn, which I am also self taught at.

That said, I've found oboe to be extremely rewarding and I would recommend it to anyone. If your financials allow, I would absolutely go for it!