Only if there's something already wrong with the firing pin. The metals used to manufacture modern firearms parts are strong enough to easily withstand the relatively mild force of the hammer/striker falling without yielding a bit. I wouldn't spend a lot of time dryfiring a gun that was made over 75 years ago, but any CF gun made in the last half of the twentieth century can take all the dry firing you could ever hope to do over the service live of the weapon.

If you are really worried, you can get yourself a couple "Snap-Caps" or a similar off brand product. These are plastic "dummy" cartridges that have a brass base and a spring loaded brass "primer" that is designed to provide the same resistance as a real primer and absorb some of the force of impact. They are fairly cheap, and can be ordered for just about any cartridge you can think of. They aren't really necessary, but if they offer you peace of mind then go for it.

On a side note about the Snap-Caps; they make excellent training aids at the range if you shoot a semi-auto pistol or rifle. You can have a friend load one or more (or none) Snap-Caps in the magazine so you don't know where they are. Then the "coach" can watch you shoot and when you drop the hammer on a Snap-Cap you'll instantly see any flinch and many other marksmanship wrecking tendensies that are covered up by recoil. You as the shooter will also see/feel the problems with your shooting form when there is no shot to mask the problem.

Mike