Dryfiring a rimfire is not a very good idea, although snap caps and to some extent empty cartridges solve the problem.  The deal is, as i understand it, is that the firing pin will hit the side of an empty chamber, messing up either the chamber, the pin, or both.  I am sure others can comment on this.
The thing about instruction is that you want to develop good basic habits right at the start - sight alignment, breath control, trigger squeeze, avoiding flinching, etc.  I have heard experienced firearms instructors say they would rather teach someone with no experience than a person who has shot before and developed bad habits.  We can't let you develop any bad habits, can we?
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Geezer in Chief