Hi Friddle, No need to fret, The amp will be fine its just sending a signal at whatever level it is set at. There are cheap effects that you can attach to the amp ( Zoom is one I know)and the effects have a "headphone" socket so with earphones you can blow yer brains out with only the sound of un amplified string. You can also fit a headphone socket on the amp, the manufacturers will give you a circuit to achieve this.
Reminds me of the joke about a guy who put a blank audio cassette in his player and turned it up full blast....The neighbour came around and complained about the noise.......He was a mime artist.
Fenderphil