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?