It's an ok time to prune an apple; ideally a few weeks earlier would have been better, but it's fine.
Cut out anything dead (snaps when you touch it), diseased (spots/streaks of fungus etc.), damaged (bark ripped etc.). Then cut off anything that is crossing with another branch - you don't want them to rub up against each other and do damage; if they've very close, try to think about whether they might collide if apples weighed them down.
After that, you are just looking for a nice open shape. If there are massive long whippy branches, cut them back; if it looks like a hedge, take out some bits in the middle.
Try to cut into the 'heel' of the branch - the bit where it wrinkles as it meets the trunk or the bigger branch it's coming out of. It's only this part that contains the hormones that will let the bark heal over; otherwise you will end up with cuts that scar rather than healing. It's not the end of the world but it's better to avoid. Cut diagonally so rain water runs off.
That's it! It's not really complicated. If you are worried, just stop and leave it for next year.