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I have flattened some cherry using a jointer and planer.

This is what we call a planer in the UK enter image description here

The surface feels smooth to me. Can I now just apply Danish Oil to it? Or do I need to sand it further (by hand or orbital)

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You can if you think the surface is good enough.

If you've never applied "Danish oil" to wood run through a planer you should do a test and see how you think the wood looks after the finish goes on. Either use a small scrap of the stock from the project you're working on or the back of one of the project boards. Go through the entire finishing process you plan to use and wait for the last coat to dry, then see what you think of the finished result.

There is a subtle texture left by a planer, wood isn't as flat and smooth as it could be, but if you're happy with how it looks after finishing then that's what counts. If you do find you'd prefer to smooth the wood further however you can hand plane (just skimming the surface with a smoothing plane), scrape or sand it as you prefer.

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Generally a planer leaves a smooth finish. However there is a subtle set of marks left. These are parallel marks or stripes across the board perpendicular to the feed direction. If examined closely, from the side they look like slightly scalloped divots. https://www.google.com/search?q=planer+marks+on+wood&espv=2&biw=1344&bih=811&source=lnms&tbm=isch&sa=X&ved=0ahUKEwiMzY6R8f7RAhWG5yYKHUQxDUAQ_AUIBygC show a variety of these marks. Here is an example: enter image description here Here the the wood is stained and finished. If you are curious, wet the board and view the wood in a raking light. You will see the marks I am describing. If these don't bother you, when wet, then after the board dries, apply the oil and enjoy. If marks bother you, continue to move material until you are happy. The marks are from the planner. Thinner cuts with a slower feed rate will minimize these slight marks but rarely will they completely disappear. Sand paper or finely-set hand planes are possible next steps (It only takes a minute with a finishing plane). Also the very ends of the board may have deeper divots as well.

If your planer blades have nicks, there will small ridges that run the length of the board as well.

Note that stain or gloss paint will emphasize the slight pattern I'm describing. As noted by Graphus, I would also suggest working with a bit of scrap to ensure success.

You might be interested in http://www.popularwoodworking.com/techniques/rules_for_sanding_wood where I found the image.

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