dd stands for data dump. Called so, because it only dumps the data passed to it without any processing. Without an if (input file) parameter (or being "piped"), it would wait for some input that is terminated at the end with EOT (end of transmission) which you would do with CTRL + D. You could also CTRL + C (abort the input) and no data will be written. That being said, if you don't give it any input (it would simply write nothing), or abort the command before you ended the input, there surely can't be any harm done.
On another note, if you didn't supply an of (output file) parameter (or "pipe" it to some other command afterwards), it will only print the input data.
So, it is safe to say that it didn't change anything on your system.
You could also read the manual with man dd, as well.