First of all, I made that mistake with my first...she had no teeth (not until a year!) so I was SOOO afraid she was going to choke, that I didn't give her ANY table food besides Gerbers puffs...and I ended up with a picky eater (she's better now, at six.)
So, baby number two, I was determined not to make the same mistake. She is nine months right now, and what she can handle (so far) are ...gerber's puffs, cheerios, goldfish crackers (the graham kind...she's allergic to dairy), baby mum mums (that's the brand name...they are rice rusks), toast, carrots, green beans, sweet potato, broccoli, cauliflower, tuna...for all of those last things, I cut them into about pea size bites and just scatter them on her tray. So far, she hasn't choked on anything!
I am kind've in the same boat, except that now mine is REFUSING baby food and only wants table food she can feed herself. Because of her dairy allergy, I am struggling to come up with good table foods for her besides soft cooked veggies and bread, basically.
Don't be afraid to try it (my nine month old also has NO teeth, and she handles those things fine) but if he's not used to it, take it slow at first. ONly offer two or three pieces at a time so he can't stuff a fistful in his mouth.
Definitely learn CPR, but just as a quick reminded, if your baby is choking and is still breathing (you can tell because they will be coughing and making noise) let them be, because they are trying to clear their airway on their own. If this is not successful, lay them on their tummy with their head slightly down (on your lap) and then begin "baby heimlich"...if you can't get certified, at least get the info from the Red Cross and study up on it.