On most rimfires you can dry fire a few times and get away with it, but if you keep doing it, it can peen the edge of the chamber so bad that you can't even load it. Most of the time the firing pin will be okay, and if not can be replaced for chump change, but the barrel gets beaten up until it needs to have the chamber reamed by a gunsmith. You can get snap caps in either aluminum or plastic for $4-$5 a set.