I read some where, I think it was here, about how you shake the bullets to see if they rattle to make sure they are blanks, have I made this up or is that really a thing?
Yes but also no
Blanks have gunpowder in them but no bullet on the end, so they wouldn't rattle. They're for when the scene calls for the gun to be fired and you want the right noise, maybe a muzzle flash if that would be appropriate. They do everything a real round does except for throwing out a bullet.
Dummies have a bullet on the end but no gunpowder in them and no primer to set off the main load. They're completely inert. But you can put little balls inside them so they'll rattle when shook as a audible "this one doesn't have any gunpowder in it" message. They're for when the scene calls for the rounds to be visible so they have to look right.