What happens if I don't open the USB serial port of Arduino Pro Micro / Leonardo?
As far as I can see from CDC.cpp it attempts to see if the USB is available and if not, do not write anything but set the "write error" flag.

size_t Serial_::write(const uint8_t *buffer, size_t size)
{
    /* only try to send bytes if the high-level CDC connection itself 
     is open (not just the pipe) - the OS should set lineState when the port
     is opened and clear lineState when the port is closed.
     bytes sent before the user opens the connection or after
     the connection is closed are lost - just like with a UART. */

    // TODO - ZE - check behavior on different OSes and test what happens if an
    // open connection isn't broken cleanly (cable is yanked out, host dies
    // or locks up, or host virtual serial port hangs)
    if (_usbLineInfo.lineState &gt; 0) {
        int r = USB_Send(CDC_TX,buffer,size);
        if (r &gt; 0) {
            return r;
        } else {
            setWriteError();
            return 0;
        }
    }
    setWriteError();
    return 0;
}


This is the same test as is done in operator bool() without the 10 ms delay.

// This operator is a convenient way for a sketch to check whether the
// port has actually been configured and opened by the host (as opposed
// to just being connected to the host).  It can be used, for example, in 
// setup() before printing to ensure that an application on the host is
// actually ready to receive and display the data.
// We add a short delay before returning to fix a bug observed by Federico
// where the port is configured (lineState != 0) but not quite opened.
Serial_::operator bool() {
    bool result = false;
    if (_usbLineInfo.lineState &gt; 0) 
        result = true;
    delay(10);
    return result;
}


Judging by the comments above, this may not be the most reliable thing in the world.