Am I going to blow my amp up?

I'm running my Marshall JCM 800 Lead Series "Master Model 50w Mk 2" head through the Speaker of a Mesa/Boogie Studio Caliber DC-2 combo amp that sports one 12" "Vintage Black Shadow" (IMPEDENCE 8 ohms - power capacity 50w)... I just unplug the speaker from the back of the amp and plug it into one of the outputs on the Marshall... Is there anything wrong with this setup?... Even though it sounds great I don't want to blow anything up... Also what Ohm should the JCM 800 be set at?...
4/8/16?..

Fair enough. Sorry - my knowledge is a bit limited. Maybe I should do some more research before I shoot my mouth off (er, especially since I own a tube amp).

That explains why my amp isn't supposed to be switched on without a speaker connected (i.e. effectively infinite resistance I assume?)

What is a flyback voltage, out of interest?

The other issue is power capabilities of the single speaker in the combo. You do NOT want to blow a speaker with a tube amp. The output transformer will see infinite impedance, you'll get flyback peak voltages, and likely arc a tube socket or punch right through the insulation on the output transformer and toast it.

If the speaker is rated 50W, you *should* be safe. However, 50W Marshalls, especially those using GE 6550A, have been known to put out more than 50W.

I recently picked up a used Valvestate (for a gift for a beginner). It has a
25W 10" Celestion. When I play at high volume and high distortion, the speaker actually gets hot. Of course this is a solid state power amp, and is more likely to go square wave.

I'm sorry, but at the risk of somebody blowing their amp, I must say that the above is NOT good advice when it comes to tube amps.

With a solid state amp (with extremely rare exceptions) it is perfectly okay to run at any impedance at or above the stated minimum. This is NOT true with tube amps. Higher than expected impedance can result in flyback voltages in the OPT secondary, and SEVERE DAMAGE to your amp. What's too high? It depends on your model and how you play it. It usually will not damage an amp if you are only one step away (for example, using an 16 ohm speaker on an 8 ohm tap).

Again, a MAJOR difference between tube and solid state:

TUBES: A lower than expected impedance load is less damaging than a higher than expected load. For that reason, some tube amps use a shorting type jack for the speakers. If you forget to plug in your speaker, the amp sees zero ohms (okay, not zero, but darned close). This is bad on the output tubes, but not NEARLY as bad for the amp as playing with no load at all.

SOLID STATE: Running below the stated minimum impedance will potentially overheat the output stage an burn out the output transistors (and perhaps other components, and your speaker). Many amps have thermal protection. If you're lucky, that will trip before you toast your amp.

put it at 8 ohms and you'll be fine.

As was said, you need to match the impedance, i.e. set the amp to 8 ohms if you can. Or find out what its resistance is if there isn't a control. It's
OK to plug in a speaker with a HIGHER resistance than the amp setting - e.g.
if the amp is set to 4 ohms that would be OK, but you wouldn't get the maximum power and you might seriously lose volume.

On the other hand, a speaker with a LOWER resistance than the amp (e.g. if the amp was set to 16 ohms) will overload the amp. Don't do it. We did it at a gig (no excuse) and it just cut out halfway through.