Did I damage my first air rifle?

I don't bother with washing but I might be a bit more careless than others. I'd say look at your pellets. If they have a bunch of loose lead bits on them and settled on the bottom of the tin, it might be a good idea to wash them. Those who do lube their pellets after washing them do so only very lightly iirc and I don't remember with what.

More importantly, have you been cleaning your barrel? Its recommended to clean a new airgun's barrel very frequently during the break in stage.

No, the "lube" that sprays into the barrel while shooting is of little consequence and may even be more reason to clean the barrel frequently during break in.

Good questions.

BTW: another good forum to learn about springers is Gateway to Airguns. They have a lot of info in their library archive.
 
The problem with going with groupings is you need to breakin the rifle first and you need to have a consistent hold as has been stated. If your hold changes so will your POI and thus you will think a certain pellet isn't good for your rifle. Practice, practice,practice first with the crosmans until you get a good consistent groupings then you'll be able to determine what works best in your rifle.