there's no problem doing this. Literally tens of thousands of people feed birds in their gardens every day around the world. There are lots of websites too, to help you choose the correct foods (i.e. different foods attract different birds, and some foods should be avoided if they are not good for the birds). Just as an example, if you only put out seed you won't get many tits or other insect-feeders. But something like a suet-ball - or even actual mealworms -- will attract those types.
Some important points are to make sure the feeders/bird table cannot be accessed by the neighbourhood cats(!) or by squirrels (which are very clever and inventive at getting to food). A lot of sites and books also say to make sure you keep up the feeding once the birds are used to it because otherwise they might not be able to find enough food over winter, but personally I think that's rubbish. Birds aren't stupid.
As Hix said, you might not get any species coming in that you wouldn't already have seen, but it does let you sit there and just watch them from the comfort of your window. And watching birds is great fun.
