Down the rabbit hole

It doesnt brake the glass, it shakes the internal parts loose like the cross hairs and the focus and will not hold on zero. you should check if the scope is air gun rated or not. the recoil from the piston is very hard on scopes and even more so on the low end quality guns. You get what you pay for.

 Saw you saying that have a Gamo magnum.

just have a hold of Storeger RX40... still feel heavy. Can feel the weight so clearly...

No air rifle pellet is for self defence. You would be better off hitting them with the rifle.
If you are shooting short distance paper targets, try a few differnt flat nose pellets. (that is what they are made for and tend to be accurate)
But try a few differnt brands of pellets one might work better.
After that a round nose pellet would probly be your next best choice. If you are just shooting targets you don't need pointy or hollow nose pellets, or ones with spikes on the end. They are not as accurate for target shooting and just a waste of money.
Look up what pellets people like.
I tried a lot of cheap pellets and now buy better quality ones.
But having said that some guns will shoot really good with cheap pellets.
Check your pellets for damage before you shoot them. A damaged pellet will not shoot strait. Especially if the skirt (back of the pellet) is damaged.
Thats me for now.Im going to bed. Hopefully some of the other ppl will help you with information.
Listen to them. A lot of these guys target shoot, a lot of these guys build guns and tune their own guns, they know what they are talking about and are way more qualified than me to give you good advise.
2 things you need to get out of your head.
1: having a speedy pellet or high fps. It means nothing for you at the moment is what a gun shop uses to sell you a gun. Later on you'll learn how to use it for seeing what arc your pellet takes, or how much energy a pellet has down range but for now you should learn the basic stuff.
2: using an air gun for self defence is not something that you should consider when buying an air rifle. If you use an air rifle in self-defense your going to get in more trouble than you want with the police. They will treat it the same as using a powder rifle. Everytime someone uses a air rifle for stupid stuff like that it gets closer to us loosing the right to use air rifles with out a license.
You could very well end up with someone coming back with a proper gun and you won't win that fight.
Its not hard to tell a break barrel air rifle from a powder gun. If you pointed one at me I'd take it off you wrap the butt around your head several times then call the cops on you.
We are responcable gun users and will alienate you pretty fast if you keep going on about it. This isn't America.
I'm off to bed. Good night