Is olive oil safe for the skin?

I am an Indian, working in Jordan as a plant technician. Here the weather is more inclement, during summer temperature goes upto 44C, in winter it goes beyond -4C. Due to these abnormal conditions I have cracks on my hand and legs. Now I am applying olive oil and things start to improve. But few of my friends advised me not use olive oil, because it turns skin colour black. But I could not observe anything like this, but I have stopped using olive oil. What can I use for cracks in my body?