Parallax only makes a difference if you like shooting tight groups...
A scopes parallax setting is best when coupled with the range the firearm will be mostly used at. IE rim fires at 50 yards and shotguns at 75 and hi power rifles at 150+....
This is why I much prefer a Adjustable objective for my rim fires. Sure a hi power rifle scope can work on a rim fire, as long as your ergonomics and cheek weld are exactly the same for every shot.
If you want to see what your scope has for parallax you will need a good rifle vice, set up your gun with a target at a normal range you will be shooting for group or at game. Either take a shot or make a caliber sized mark on the target. Now align the crosshairs with the bullet hole or mark on the target. now, WITH OUT MOVING THE GUN, move your head around inside the scope so you can still see the center of the crosshairs only now they are out at the extreme edges of the field of view. As you do this watch the relationship of the crosshairs and the hole/mark on the target. If you have parallax, the relationship will change. If you do not have parallax, you will NOT see the relationship change regardless of your heads position. this is of coarse an extreme test as your head will likely never fire a shot with the crosshairs at the extreme edge of the scope. But it shows how it moves.
I shoot allot of bullseye pistol competition and have found this to be a large problem when guys buy cheap scopes...
I also shot the old "Chevy truck Challenge" matches a AO scope was the difference between hitting and missing. Some of these targets where less then an inch at nearly 100 yards! Remember, this was offhand with a rim fire!
Good luck,
CW