Congrats on the purchase! I fuss with my camera all the time and running without film is not a problem - I don't walk around running it all day long, of course. As Nick suggested, you should get yourself a roll of used film - you can use that to practice loading film as well so you don't goof up your good film. It helps if you have a really short amount like 25' or less so you can load, run it through, then load again (in other words you don't need to run 400' of used film just to practice re-loading)
Also, i just found the cheapest price on stock here - http://www.tapesuperstore.com/kodak16mmfilm1.html - if anybody knows any better place to get stock, lemme know. I just shot some vision3 for the first time yesterday - I'm psyched to see the results.