Step 1: Read the points.
We have $O(0,0,0)$ and $P(1,2,3)$. We want the direction cosines of the segment $\overline{OP}$.
Step 2: Find the direction ratios.
For a line from the origin to $P(x,y,z)$, the direction ratios are just $(x,y,z) = (1,2,3)$.
Step 3: Recall direction cosines.
Divide each direction ratio by the length $r = \sqrt{x^2 + y^2 + z^2}$.
Step 4: Find the length.
\[ r = \sqrt{1^2 + 2^2 + 3^2} = \sqrt{1 + 4 + 9} = \sqrt{14} \]
Step 5: Divide each ratio.
\[ \ell = \frac{1}{\sqrt{14}},\quad m = \frac{2}{\sqrt{14}},\quad n = \frac{3}{\sqrt{14}} \]
Step 6: State the answer.
These are the direction cosines of $\overline{OP}$.
\[ \boxed{\frac{1}{\sqrt{14}},\ \frac{2}{\sqrt{14}},\ \frac{3}{\sqrt{14}}} \]