No choking, a little gagging perhaps. Because you're giving appropriate food and baby decides how much to keep in it's mouth, there's low risk of choking. The important thing to do if there is, is not to panic! A few pats on the back should be OK. Here's some links to get you started:

tribalbaby.org - a baby-led introduction to eating solids

kellymom.com :: How do we get started with solids?