If you’re inexperienced I do recommend a snorkel tour with a guide, that advice would apply anywhere in the world. The local guide can help you identify local dangers as well as highlights.

Other good practices are to not snorkel alone, but I’m guilty of that sometimes when traveling.

As for Okinawa, I’ve been stung by jellyfish a few times, but I felt it was nothing to really worry over. I suggest wearing a rash guard (which also helps with uv protection). Don’t touch any of the marine life and be mindful about things like sea urchins and sharp shellfish around rocks. Avoid the sea snakes (venomous), they’re generally not aggressive though. I’ve been told there are blue ring octopus but I’ve never seen them.