I'd say run it, for at least 3 reasons:
1.
Skimmers can take a while to "break in", you might as well get it started now.
2. Skimming "wet" can cut down the time it takes for the milky sandstorm of a freshly added substrate to clear up.
3. If it's a new (to you)
skimmer (or if this hobby in general is new to you) you should probably run the
skimmer for the simple purpose of getting familiar with it and how it operates. At a minimum you'll want to (have to!) fiddle with it a bit to find out the best air/water ratio to use, the best height to position it at, how high you can crank it up before microbubbles become a problem, etc...
Plus since the inevitable "collection cup overflow" event WILL happen to everyone AT LEAST ONCE (even if yours has a drain, you are not excluded from Murphy's Law), it might as well happen when the bioload is minimal and the resulting skimmate is lighter and easier to clean up...
