I wouldn't turn off my Xbox but I do not know if I should because I don't want to make it messed up and not working anymore. It's loading very long. What can it mean when it loads very long?
Simple answer: Yes.
It's not advised by most companies to switch off a device when it is starting up but it should not have too much of an effect. Where is it loading? If it's while you're signing in (with an Xbox live account) or after sign in and before the main screen then it's most likely a problem with your internet.