I had to do both of mine when they came out the box, the front was maybe 1 to 2mm off, while the rear was perhaps 4 to 5mm out.
You can make tweaks with the wheels on the bike but yes, if you get all the tensions too far out of whack, you'll be in a mess - I learnt how when rebuilding my, so say, fairly indestructible 'bendy' BMX wheels from the 80s and then moved onto MTBs, they were all pretty forgiving though.
It's good to have someone show you how to begin with rather than use trial and error, if you can arrange this, but if you do give it a go, be systematic and work with quarter turns - spend time watching the various YouTube clips to get into the right mindset at the least.
If once you start then it's looking like it's getting worse, stop and seek help. When undertaking the tweaks, spin the wheel regularly - 'measure twice cut once' type stuff; picking the spot and selecting the right spokes is the key. Small tweaks will make quite a difference, flicking the spokes to hear the tension in them can help but isn't the be all and end all - you can tighten and loosen remember.
Do use the right tool, ones that are circular and slot onto the spoke can damage the coating as it rotates and rubs at the non-connected side (if you don't get the tool lined up quite right).