I'm going to resurrect this thread because I don't think the question was answered adequately.
Dry fire practice is a necessary part of training for a competitive shooter, however, many 22 rimfire guns are inadequately engineered, allowing the firing pin to strike and peen the breech (or peen the firing pin tunnel - more often seen with centerfire guns).
If you are not 100% certain that your gun was designed to be dry fired, use #4 plastic wall anchors as "snap-caps" (dry fire dummy rounds).
I owned a Ruger Single-Six that was put out of commission by dry firing it six times - The firing pin was able to ding the chamber edge bad enough so that rounds could not enter. I was able to make it safe to dry fire by recessing the chambers slightly.
My two 22A's were made safe to dry-fire by shortening the firing pins. Without doing that, the firing pins peened the breech pretty badly (other folks have reported breakage of the firing pin).
My K-22 can be dry-fired endlessly... The firing pin will never hit any metal. However, I do use #4 wall anchors in it because the gun is over 60 years old and the wall anchors just ride around in the cylinder and don't get tossed all over the place like they do with an auto.
My daughter dry fires her CZ-452 rifle because the firing pin never gets anywhere near the breech face.
I think that if you're going to be handling something as potentially dangerous as a gun, you need to be willing to take the time to understand how it functions. You should understand the operation of your gun, and dry-fire it at least once with a little piece of paper on the breech to see whether the firing pin is likely to strike metal.
Some semi-auto pistols reportedly have other dry-fire related issues, such as sear battering, but I haven't seen a gun where this seemed a likely outcome.
You should, of course, never dry fire somebody else's gun without asking them first.
Also, for gods sake, don't ever, ever, ever, go bangety-bangety-bang as fast as you can with a loaded or unloaded DA revolver if you expect the gun to stay in-time. A cylinder can dump a lot of momentum on the bolt, and you can batter the gun out-of-time.