They used to sell .22s with .17 cal barrels here. The .22 extruded down to .17 on firing, higher velocity and sectional density, dismal accuracy (you can imagine how long the little .17 bullet ended up!) in fact that is what they were called "17 extruder". Also came in .20 cal.
New gun owners should always read the manuals. There is a reason they put the safety things in there and it is not only to protect the company interests.
There are cartridge interchangability lists that are available. The easy examples is shooting 38spl in a 357 mag gun, but not the reverse.
There are a lot of differences. Most 22 rimfire rifle will fire the short, long, long rifle, and bird shot ammo. The bullet diameter is.223 of an inch . The Winchester Mag, Rimfire WMR bullet is .224 inch Dia. with a larger case than the the 22 RF round. The 17 HM2 case is a 22 RF case that has the neck sized down to hold a .17 Dia bullet. The 17 HMR Hornady Mag Rimfire is a 22 WMR case neck sized down to hold a .17 of a inch Dia bullet.