Would you buy a car without a test drive? Or a new pair of shoes without trying them on? Then why would you consider buying a firearm, especially one for self-defense, without at least learning how to fire it, and then dry-firing it several times to get a feel for the trigger and an understanding of the complexity or simplicity of making it go bang.
Not long ago, I was in a sporting-goods store, and we stopped by the gun counter to see what was in stock and to let my wife try a couple different pistols to see what fit best. The young clerk grossly violated the basic rules of firearm safety several times as he pulled two from the display and removed the trigger locks upon my request. As I coached my wife into a good grip and repeatedly said "keep squeezing," the clerk watched her dry-fire the first pistol. He quickly stated that the ATF now considers that pistol to be "used," and had he known that we were going to dry-fire, he would have stopped us, because it was against store policy to dry-fire firearms.
I passed him the gun, thanked him, and we left the store. I am not an expert on BATFE, nor am I a licensed firearms dealer, so I welcome any comments on the clerk's statement about dry-firing changing a firearm's status from new to used. However, I do have some experience with firearms in general, and I firmly believe, if at all possible, one should try and live-fire the exact handgun you are going to buy. If you can't live-fire, at least dry-fire it. If the store has a "No Dry-Fire" policy, then shop somewhere else.
I have seen way too many folks come to training with a brand-new handgun, and they are shocked to learn just how hard it is to make their new gun fire. Likewise, some are truly befuddled to learn their trigger is neither as smooth as nor as light as another gun of the same make and model. Some of these issues can be overcome with training, but why not start out knowing you have the best possible trigger?