I'm trying to do the same thing. But I already did some steps..
First of all, you have to decide which path to use to access the databases, I know two options:
1) Access the databases by SQLNET, you need a ORACLE SQLNET client installed in the nagios machine, inside the "nagios" user, and working with a TNSNAMES with all your desired databases. I'm trying to use this way.
2) Access the databases by a remote command, but there is some implications, you need to install the "nrpe" agent in all remote target machines, I really don't know how to use this way, but certainly it is more intrusive and decentrilized.
I suggest you to choose one of them and post a new replay.
I already can use the oracle plugin "check_oracle --login PROD1.BLA.BR" and it works manually, but when I put in the CFG file to monitor automatically, it always said that the database is down, this is my problem now.