On the rifle: Good choice! The Marlin 795 is the best bang for the buck out there with it's current $25 rebate. I like mine a lot, and I have many many .22's. Actually, I like them all (I research well before buying anything, so I don't end up with lemons!) For an inexpensive plinker - the 795's target market - the only real competition it has in that market is the Mossberg Plinkster 702. I have both and consider them equals - I would not recommend one over the other. Just buy whichever is cheaper at the moment (with the current rebate, that's the 795).

On ammo: All semi-autos can be finicky about what they like. As a rule (in my experience), nothing really likes Remington .22 ammo, so I'd just stay away from that. Or at least buy some in small boxes to try before spending a lot of money on a large quantity. I have found that the "cure" for ammo-finicky .22's is usually Winchester 333 Bulk (available at WalMart) or Winchester 555 bulk (same stuff, just a bigger box). And if this "cure" doesn't work, move on to the "super cure" of CCI MiniMags. MiniMags are a little more expensive per round than the Winchester 333.

On dry firing: I don't dry-fire any of my .22's (intentionally) no matter what the manufacturer says. Old habits die hard.

On leaving them cocked: Don't worry about it. The springs in there are ALWAYS under tension/compression, even when uncocked. They are just under a little more tension when they are cocked, that's all. Besides, springs DO NOT wear out due to being held compressed. They tolerate that just fine - no problems. They wear out by being compressed, then released, then compressed, then released. In other words, through normal use. How they are stored between uses - compressed or not - doesn't make any difference.