1. I don't have a cab yet and could resist trying it with headphones yesterday, a friend told me not to do this again because I could destroy the transformer since it ALWAYS has to be connected to a cab to allow the energy steming from it go out of the head, is it true? In that case, I won't switch it on again until I get the cab.
Yes, your friend is 100% correct!! The same is true if you turn on your amp without the cable connected between the amp and the cab. The good news is that I did the latter once and my Peavey 6534+ survived. But you could kill the output transformer. You also need to make sure that you have a proper speaker cable, not an instrument cable, between the amp and the cab, and that the impedance on the cab is matched to that on the amp. Looking at the back panel of your amp it has the same variable impedance switch used on the Peaveys, just make sure you have it set to match the cab (4, 8, or 16 ohms).
2. My friend told me the sound out of the cab is much better than that of the headphones alone, which made me feel a big relief, because I thought the third channel sounded overwhelmingly trebblish and hissing. True too, I hope?
Of course it will be much better. The other thing that worries me here is that I see no dedicated headphone jack on the 5150 III. What did you plug those headphones into?????
I would strongly suggest a careful read of the instruction manual before using any equipment, especially if it is unfamiliar equipment (it sounds like you have only used combos before).
EDIT: I do see a head phone jack now. I am assuming that the cab still needs to be plugged in, but if there is a circuit inside the head that allows for you to do it without the cab (i.e., that sets the impedance to the transformer to a standard headphone impedance) then it might be okay. But my point about reading the manual carefully stands.
EDIT:: Looking at the manual online it is a little vague on the headphones (all it says is that when headphones are put in the speaker cab is muted) but there is the following note regarding always having speakers connected:
" A speaker must always be plugged into one of the speaker jacks when the EVH amplifier is ON or damage may occur. Switch the amplifier "OFF" or to "STANDBY" while changing speaker connections or impedance settings."
http://support.evhgear.com/manuals/EVH_5150III_50W_AmpHead_OwnersManual_079107b.pdfThis is another tip from me in case you haven't heard this: when switching your amp to standby make sure you have signal going to the amp (i.e., nothing is muting the signal into the amp, such as a tuner being on) and strum it until the green light goes out. This will drain the residual charge from your capacitors and avoid a 'pop' sound. Then turn the amp off once that light has gone out. Then, and only then, turn it off at the wall. When starting up let it warm for a while in standby before switching the amp completely on.