You can have a key improperly seated and still have the key presses register.
My rule of thumb, is if the keyboard has been shipped, make sure to pop and reseat each key. The ones I've got, I've had had at least one or two keys knocked a bit out, so it would just feel weird. It is fairly quick and easy.
After that, make sure to check the rivets. If you have a bunch that have broken free (which can be common, they're just plastic), then you'll want to do a bolt mod. If it is just a few here or there, then it isn't as big of a deal. Only time I'd consider doing a bolt mod if a few have broke loose, is if they're all right next to each other (uncommon, and usually indicative of some sort of accident).