Just got a 02 650 Savage two days age. Sounds like the backfire is a regulare thing. Will this cause any damage or is it just something to get used to?  I see some of the things to try but what I'm asking is will the backfires cause damage if not addressed right-away?

Its just an issue to resolve. In getting rid of it, you CAN jack up the performance, Or, if you like the MPG being as high as possible, you can get rid of the backfire & stock muffler & just minimally tune the carb to make it not backfire all the time. Mine was just constant,& very annoying, & embarrassing.
How many miles on it? Theres a good bit of tinkering you could do, inspecting the cam chain( depending on miles on it & whether or not the PO had messed with it), checking the valve clearances. I guess thats the most of it. Giving it a good, close going over, looking at nuts & bolts, checking header bolts. These bikes are fun to mess with. Not a hundred pounds of Tupperware to pull off to get in far enough to see the engine. The search function & a tour of the Tech section will show you the way to set up the carb, depending on what you want out of your Savage. If you want the most performance it will deliver, there are better carbs to install & The Supertrapp Exhaust is tuneable, but there are take off HD mufflers that look nice on the Savage & cost little & do increase power( My personal choice for Good Looks is the Dyna muffler, such a trim profile looks nice on the small Savage) There are certainly other options & if I just got here, I would just tune the backfire out & look around & see what these guys have done. You'll surely see something that makes you go "Ooooh,, I like that".

Welcome, have fun.