Will doing this blow my speakers?

You will not hurt your speakers doing this.

Solid state amps are ok to do (no damage to the speakers or amp)
Tube amps I am not certain about. (I only know for certain do NOT turn on/off a tube amp with no load.. ie: no speakers, as this can blow up the amp)
And yeah, the way to find hum is to do one part at a time.
I would first disconnect all sources from per, then see if pre/amp combo hum.
If so, try just amp.
Usually a hum is a ground loop in the nest of wires... in cluding power cords and grounds.. or a bad interconnect...
The most common hum is an ungrounded TT or a poorly grounded turntable.

You're right- They were just kooks. You won't hurt anything turning on the amps w/o a signal source. If you touch the interconnect RCA plug's post, you'll get quite a buzz from the speakers though.