yup, the band is cool because you can do anything you want. my friend played cello in high school and now plays alto sax in the band.
but as an oboist, I would recommend not taking your oboe outside (cold on the outside of the oboe+warm on the inside= cracks in the wood). the oboe is best suited to the indoors. unless it's plastic and was very cheap... and you don't care about your reeds.
if you want to have fun, join with another instrument. if you want to play music, take lessons or join an ensemble. yay oboe!