Unless you really ground it, you probably haven't damaged anything. If you RTFM, it'll probably tell you the same thing mcfarmall said, which is that you generally use the main (R1234) selector for moving around, and set and leave the range selector. You can leave it in a range gear all the time actually, so unless you're shifting it to a different range, you needn't mess with that lever. I do not believe you need to leave it in range N to start, or for any other reason, really... The range gears are not synchronized, which means you must be stopped to shift them, or they will likely grind some amount.
You'll have to consult the manual, but usually on tractors that don't have a shuttle shift for F-R, R and the gear that lines up it (usually 2nd) are synchronized, and the others are likely not. Again, the manual will say.
This means you'll get no grinding going R-2 or 2-R, even if the tractor is rolling some, but all the rest of the gears will require you to be stopped to engage them. You can shift them on the fly, but you have to match engine speed with ground speed as you shift... Kinda like driving a manual transmission car, with some extra clutch work... I have luck shifting up a gear at a time with minimal grinding, but not down. And it doesn't work at all if you're setting the hand throttle high and trying to shift up a gear... Set it low, and use the foot feed and you'll have better results shifting the non-synchro gears while moving. Or just don't do that if you're not getting it...
BTW, your transmission likely is your hydraulic reservoir too, and so there is a filter that will pick out any dirt or metal shavings. Likely the drain plug is also magnetic, so that'll catch any metal bits too.
