I dyed my hair with Rainbow Henna...no results. I want to chemically dye it now. Will it be damaging?

About a month ago I dyed my hair using the brand Rainbow Henna. It did not change my hair color at all... Now I want to go to a salon and have it dyed using a chemical dye, but I want to know if it will damage my hair. I've tried researching it, but I could not find a definite answer. If anyone could offer some insight, that'd be great!