To season the inside primarily (and burn off any random oils/packaging chemicals/etc).
Once it has been running for a couple of hours you can stick some food on though. Probably the easiest first thing would be pork shoulder. Remove the skin, trim the fat (don't remove it all - leave 1/4 cm on, but score that down to the meat), add a rub and then stick in at about 110C for 5-10 hours, depending on the size of the shoulder.
Don't use water in the water pan - just fill it with sand or pottery or something (and cover with foil before you cook). Get used to using the vents to control temperature.