You can definitely replace a single deck board without hurting the structure, as long as you do it correctly.
Start by unscrewing the fasteners and removing the board. Cut a new board to size. If you don’t have a saw, a lumber store can cut the board for you. You can either stain and seal the board to match the rest of the decking, or scrub it with a solution of 1 cup baking soda and 1 gallon water to give it a weathered look. (test first on a scrap piece to make sure you like the result.) Now attach the new board using the same type of fasteners used on the rest of the deck.