I bought a Mesa Roadster Head. I am waiting on my Cab to arrive. I was unaware that it could damage the head if I turned it on without a cab hooked up to it. I had it on for about two mins or so and checked to see if the footswitch worked. Could I have damaged it, from just turning it on and going through the different channels?
You weren't playing through it were you? If not you're probably ok. The problem is generally when you play through it or sometimes even connect or disconnect a cable to the input.
As I understand it—as a guitar player and definitely not an electrician—without a speaker load connected or with the wrong load connected too much power is generated because the output transformer is taking that impedance from the speaker into account. So you have too much power and nowhere for it to go which means something (fuse, transformer, tubes) might blow. But if there's no input signal then there's not really anything to over-amplify.
I've wrecked a valve amp in that way before. When there is no speaker load to soak up the power produced, it needs to go somewhere. Rather like using a speaker with much lower impedance than quoted.
However, modern amps may have a safety device to stop this happening, so you may be lucky, or it may not have had time to self-destruct. Can't think how you'd check channel change without a speaker connected though...
I really don't think that playing through it or not will have any bearing on the outcome of firing it up with no load, i.e. speakers. Just possibly plugging cans in will provide enough load. If all else fails, read instructions!
Just having a modern tube amp turned on for a few minutes without a load connected shouldn't damage it at all. I've done that several times. You don't want to play for a while through a tube amp without a load. And it's wiser to have all the volume knobs turned all the way down if you're testing or setting the bias without a load.
I suspect the type of tubes and size of the output transformer have an effect on how resilient an amp is to running unloaded, but I don't know for sure. If you do want to know details, there is an Electronics stack that can almost certainly help.