Yeah well he might be correct but there are a lot of 'know-it-alls' out there who speak very confidently like that.
I tend to think that there is a good chance that you will be okay, but I would not do that again just to be safe. I would keep a speaker cable and speaker cab plugged into the head whenever you are using it (with the ohm load set correctly on the amp) and then plug in headphones if you want to use them for quiet practicing. I would not gamble on the basis of forum hearsay I would take the most conservative route, which is having the speaker plugged in with the correct cable and resistance load and following the correct warm up and turn off procedures.
Hopefully you get a cab and speaker cable soon so that you can give the head a proper play. When I got my Peavey I had to look at it sitting there for at least a couple of weeks before I managed to get my Orange cab and speaker cable, and only then did I start it up.
Thanks, mate, believe it or not, I am always extremely careful with all my gear, this has been a very unusual move in me, and I bitterly regret it even if it hasn't caused any damage to the head. As you said, first head, I couldn't refrain the impulse to try it, and even after reading instructions, which I always do first, I stupidly skipped that part. Never again. I just hope the builder of the amp is right in his post saying the headphones alone can't damage it, and I also hope the warning in the instructions is just a notice from Fender to cover their backs in case something unusual happens. Hard to know for me, it seems.
Anyway, moving on, I have an old fender champion 100w combo with an 8 ohms plug in the rear part, I hope I can try my EVH there changing the switch in the back of it to 8 ohms, right? Even if that doesn't represent the sound I can reach with a good cab. Otherwise, I'll have to wait for weeks or even months if I want to try it because it seems evh 2x12 cabs have run out in the whole fricking Europe.