Running a generator for a short time without a load on it to test it to make sure the generator starts and runs is okay.
However running the generator too much without a load on it can cause the generator to build up carbon in the engine and may cause possible damage to the generator itself.
So when running the generator you really should run at least something such as a battery charger, fan, saw or a refrigerator.
Just something to allow a load on the generator to keep it working the best.
If you're not gonna be using the generator with a load on it then it would really just be wasting fuel anyway because if you're not needing electricity it's best to shut down the generator.
Short periods of time without a load the generator will be fine however for too long the generator can be damaged if run too long without a load.