On OKC, trying to think of when a team with so little playoff experience made a run to the Finals? SGA, Dort, and Isaiah Joe is about it, and none of them have been out of the first round. Usually you have to take some lumps in the playoffs first.
Other young teams ('07 Cavs lost in 2nd round in '06; '12 Thunder lost in WCF in '11; '15 Warriors lost in 2nd round in '13 and first round in '14) all took some lumps in the playoffs first before they made their Finals runs (and also had more vets).
'95 Magic went from being swept in the 1st round to Finals is the closest thing I can think of where a young team went straight to the Finals (but they also had vets like Horace Grant and Brian Shaw). The '02 Nets I guess too, but they were led by Kidd who had been to the playoffs several times, but the rest of the starting lineup had minimal-to-no playoff experience (Kittles and Van Horn had 3 playoff games, Martin and Jefferson none, though most of the bench had some playoff experience).
But hey, maybe are old pal Gordon Hayward is the seasoned vet they need.