The good cooks above hit most of what you asked.
One example of a dry cooker could be when the oil fields went bust in TX and there was unlimited sections of large pipe everywhere.
Cooks took a 6-7 ft section and welded a firebox on one end and an exhaust stack off an old semi on the other end.If they could find post oak they would throw it in one end,if not they scrounged up some mesquite,took their weedburner torch and fired 'er up.
Could be smoke,fire,whatever and it got sucked belching down that long pipe like a house afire.
Lots of folks had to resort to the TX crutch to slow it down,stop the creosote,stop drying it to a puff.
Now,that's dry.
Think about the difference a glob of fat might feel to the probe.Like the guys say try it a couple places.Some of us started cooking a long time before they thought of using therms.
Smokin' and I were around here when the discussion came up about whether to place probes in the cookers,since they had become a little more popular and new cooks kept asking where to get one.
I felt let us all go to our local box store and buy one,and we gave the methods to check them.If a problem came up someday,throw it away and spend $15 for a new one.
Most cooks out there still don't know about therms,or care.They stick a two prong meat fork or a metal skewer all the way thru it,and pretend it is the prong from the therm.
What we are saying is meat is inconsistent and therms go bad.Thus,be skeptical,check things,and recheck if your instinct signals something might be amiss.
Given a choice on the therm to accept,go with the one you have very recently checked ,personally.
On a pork butt jab the therm thru it in several places,and if one feels to firm,cook it some more.Wiggle the bone for looseness,squeeze the butt for tender.
You'll learn after 3 or 4.
Just cook and enjoy.