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Actually you do, otherwise there is nothing to absorb the energy from the firing pin and it will eventually blow out the breach face. I have seen this many times, especially in competition, where shooters tend to dry fire thousands of times.You do not need to use snap caps to dry fire a Glock 17
Here is a video that is worth watching when you first start to shoot.
As far as Leatham's video, that is still wasted on most experienced shooters, let alone brand new newbies. Get thru you basic gun safety class first, then practice simple drills to get your fundamentals (gundamentals) down: stance, grip, sight picture and trigger control. Followed by transitions and movement. Consider shooting competition next, USPSA/IDPA or Steel Challenge (SCSA). Then look at Leatham's video and you will understand.
"Learn how to jerk the trigger without moving the gun. It's that simple, it's just hard to do"
All the Grand Masters will tell you the same thing.