pcp noob question

I have had my new impact for a week now and long story short, I am too busy buying and researching stuff(optic, mount, rail extender, bipod, buttstock pad thingy, nitrogen, tank, cleaning kits) and havnt bought pellets yet. So my buddy is over tonight and he grabs the gun and cocks it. So, now what? I cant load a pellet and discharge. Good thing is that I got it from Utah airguns and they fill and shoot the guns before shipping because I read that firing without air can hurt the regulator. Do I leave it cocked and order lead or do I dry fire it? Also is it ok to store the guns with air in them all the time even for extended periods, or should I be releasing the pressure somehow if Im not shooting soon.