Congrats on your gun.
You'll hear lots of opinions on questions about: is it safe to dry fire, is it safe to release the slide without a round in the magazine?
Releasing the slide without chambering a round in the process: proponents say this is just about what happens with every shot fired during normal operation. The slide slams shut and it doesn't matter if you use the lever or slingshot. Proponents suggest that you default to your habits in a panic/emergency so you therefore would not want to get used to riding the slide back gently to chamber a round.
Against: some say that in normal use a round is stripped off the magazine and chambered with every shot as the slide closes and this slows the slide. So they do not like to let the slide slam shut.
Personally I am for slamming shut in principle, on the range, and when I introduce others to shooting. It's logical to me. Yet I baby one of my sentimental pistols and ease that one shut if it's empty. If you hold a loaded magazine in your hand and push one round out so it falls onto the table, was that enough friction to slow the slide down? Maybe, maybe not. Some of these gun-handling controversies have to do with specific models, soft steel, or concerns about safety more so than damage to the gun.
Etiquette: with similar issues, people like it if you take the gentler looking approach when handling other people's guns or at a store or gun show. Ease the slide shut and do not dry fire unless you have permission.
Slide lock on empty: here's why the slide locks open for all handguns that do this: look at the magazine. The plastic follower which is underneath all the rounds when loaded has a flat ledge built into it. Most mags even have a cutout in the metal lips of the magazine so this plastic ledge can be prominent when all rounds are expended. When there are no more rounds in the mag this ledge comes to the surface and pushes against the slide stop lever which holds the slide back when you're empty. Like stopping a door from opening by putting your shoe down in it's way. The only way to let the slide close again is by lowering the magazine follower - either pressing the slide release (pushes on the plastic follower) or putting a mag with rounds in (follower is not at the top) or by lowering the whole magazine bodily and then trying the above.
That lever is commonly built into the takedown pin if yours has one.
Great website written by a forum mod/trainer: cornered cat .com