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.
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