The oboe, like the bassoon, is played with a double reed. A double reed is essentially two pieces of bamboo tied together. The player forces air through the reed and a sound is made, a bit like blowing through a blade of grass. The oboe player can change the pitch to the notes by pressing different combinations of keys.
The oboe has a beautifully expressive and distinctive sound. You may have heard it when an orchestra tunes. All the instruments take the note from the oboe to check they are in tune with each other.
Oboe players are sometimes asked to play the cor anglais. This is very similar to the oboe although slightly larger and has a lower sound.