nothing to be afraid of, you just downshifted the car. Like Chris said, it wont be as dramatic at higher speeds, you'd just notice a raise in revs and if you left it alone, it'll go back to D on its own. the car is still ultimately an auto, so it wont stall or anything.
when your car is in D, the paddle shifters will still work, as you can see. i tend to downshift 1 or 2 gears when trying to get the revs up and then just leave it to shift back into D.
you should spend some time driving around and testing out the paddle shifters to get comfortable with them
