Creating oracle Database instace
Oracle 'takes care' of the conversion between different NLS settings. As long as both NLS settings can store the same characters the there should be no problem. It is the same as the difference between the database and a client.

If for example the database of the customer is in UTF-8 and you create a database in ISO8859-P1 then you will loose (some) characters with accents and from non-western alphabets. The other way around gives no problem.