To start out with, the 58 is one tough revolver. Before I knew better, I would fill the cylinders and crush a ball ore conical down on top with no harm in my gun. Obviously this is not conducive to good accuracy or a terribly intelligent decision. I shoot 30 grains of holy black or 30 grain volume equivalent of pyrodex. I never have shot pellets and never will. For one, they're too expensive and two, it takes away some of the nostalgia for me. I would venture to guess if they say they are 30 grain equivalent then they probably are, maybe just a difference in ignition.
Unlike my Colts, I have never really had much trouble with caps binding in my 58. That said, you can often cant the gun a bit up and to the side as you cock it and the cap will simply fall off. I use # 11 Remington caps and "ding the end of them with my thumb nail to keep them in place until fired. I have also used the same method on #11 CCIs with similar results. Maybe this is why mine tend to fall free of the gun with out binding.
Above all, enjoy your new gun, never let the sun set on it dirty and it will be as reliable as any other. You will pick up little tricks as you go along and get to know its "personality".