Is Qigong hard to learn? easy to learn, lifetime to master.
Qigong is pretty much a generic term that can mean almost anything having to do with 'life force energy'.
Without being there, your Shaolin class may very well have a qigong aspect that is native to the style and prepares you to work your energy to develop your martial art.
Others have commented on their experiences and understandings of Qigong, which could be native to their martial style (Tai Chi, Ba Gua, etc) or as part of a 'wellness' program (ie, 5 Animal Frolics, Energy Gates, Inner Smile).
Breathing techniques, while generally included within all/most Qigongs (at least those i am familiar with), will be dependant on the physical posture first. Even if you are doing seated Qigong, you should first align your body to allow for breathing... then let your breath further enhance your posture. When you are at ease with this and not thinking about your posture or breath, you'll be ready for specific breathing patterns and breath techniques.
Generally speaking, "Dangerous" Qigong are those practices that specifically focus, redirect, or manipulate the natural flow of 'qi'. For example, some medical qigongs that work similar to accupuncture in targeting a specific organ for therapy, or martial qigongs that develop iron body. These should be practiced under the watchful eye of a qualified instructor.
"Safe" Qigongs take a more balanced approach, assist you to circulate your energy and lets your body's natural way to distribute energy evenly and organically. Like water seeking its own level, parts that are deficient will receive more while those in excess with receive less. Because these rely on your body to maintain balance, they are relatively safe to practice on your own... however, the associated benefits will be limited by your own knowlege and understanding, a practice under a qualified instructor will lead you to places you may never find on your own.
pete