There really aren't any known harmful effects for an otherwise healthy person to eat directly after an exercise session. You may not have as much appetite, as the body will somewhat shut down the digestive system and redirect blood and other resources to more needed places in the body, but it is not actively harmful.
In actuality, there are quite a few studies now showing that an immediate feeding after exercise can both help lessen some of the effects of the exercise and promote greater muscle growth and adaptation. It used to be known as the "golden hour". Endurance athletes benefit from a drink that is 3:1 ration of carbs to protein, while power/strength athletes do better with an immediate ingestion of protein, and then more protein spaced every 3-4 hours throughout the day.
Here are a few supporting positions and studies:
International Society of Sports Nutrition - Position paper.
Physiological Society - Immediate ingestion of protein stimulates protein synthesis
Journal Nutritional Science/Vitaminology - Immediate feeding promotes greater muscle mass and lower fat tissue in rats.