Can bad honing technique spoil a knife? I was really happy bringing home my first quality Zwiling Chefs knife. Before cooking I ran the knife through some paper - sliced like butter! After I was done and washed dried the knife, I decided to try the test again. It began tearing the paper. That's when I picked up my honing steel I got earlier (20 cm, around 20$, no brand, with ridges down along) and pushed several strokes. The knife afterwards with a decent amount of pressure would cut the paper, but that razor sharp feeling was gone.

Should I get a different honing steel? Or do I just lack technique? Can I kill my blade? I learned mostly from YouTube videos, particularly the one by Bob Kramer.
Poor honing on a blade that was already in true can reduce the sharpness, as you have discovered.  This happens if your angle is off, and you knock the edge of the microscopic burrs or teeth over, presenting a duller cutting surface.  

It is likely that proper honing will correct this, although it may never be quite as perfect as the blade fresh from the whetstone or factory.

In any case, you will not do any permanent harm to your blade with a honing steel (short of using it as a bludgeon), because absolute worst case, you can always have your knife resharpened, or do it yourself.   This may be somewhat inconvenient or costly, but is much less expensive than replacing a blade.