You should eat something first. While you are sleeping, your body utilizes liver glycogen to provide a steady source of fuel to your brain and central nervous system; therefore, when you wake up, your liver glycogen stores are depleted, sometimes by up to 80 percent. Because liver glycogen is one of the necessary fuel sources for exercise (along with muscle glycogen and blood glucose), low levels will adversely affect your ability to exercise at a sufficient intensity.
You don't need to have a huge breakfast (in fact, too much food immediately before exercise can cause stomach distress), but having some carbohydrate-rich food can increase your energy levels and improve the quality of your workout. Aim for about 50-75 grams of carbohydrate and adjust as necessary based on how your body responds; here are some options to try (each contains between 50-75 grams of carbohydrate):
1 cup yogurt + a half cup of GrapeNuts cereal + 2 tablespoons of raisins
1 cup juice + 1 banana
1 bagel + 1 banana + 1 tablespoon peanut butter
1 PowerBar Performance bar + 8 ounces PowerBar Endurance sports drink