If you want to oil a new glove you should go to a sporting goods store and buy some glove oil or conditioner then you apply it the way it instructs then you can shape the glove after you do this it will help clean and restore the glove to feel like new but still broken in.
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Oiling a Baseball glove, especially a new one, helps to break it in. Gloves are made of high grade leather which can be stiff when new and unused. They need time to be broken in and oiling the glove will help with this process. Also, older gloves lose oil and get harder as time goes by. Oiling will lubricate the leather fibers of the glove which should lead to a longer life. There are oils specifically made for gloves that you can use or you might try lanolin. It is not necessary to use a lot ... just enough to cover the surface.
You can either buy glove conditioner or use something like shaving creme. Lather the glove with the oil and then place a softball in the pocket of the glove and use a rubber band to hold the ball in place. Then you can do pretty much anything to work in the glove like sticking it under the leg of a sofa or use the glove as a base during sliding practice.