Dryfire can be a great training aid, yet some folks always balk and say “it will break your firing pin”. Now, with nearly all modern centerfires this is not an issue at all.
But the main concern is with rimfire. So recently I asked Scott Volquartsen of Volquartsen Custom Rifles the deal behind this, the following was his answer:
It all depends on the design of the rimfire. For example our rifles and the Ruger MKII, MKIIi and 10/22 are all designed so that the firing pin never reaches the breech face of the barrel. However certain firearms such as the Browning Buckmark and High Standards will peen the chamber when they are dry fired and it can occur with only one or two dry fires.
So there you have it, for the most part you are safe, but always consult your owners manual so you aren’t sorry.