Beware that this version still seems to have the bug where initial wallet.dat creation does not fill the keypool with 100 pregenerated keypairs. Someone just lost a lot of BTC because of that (see
http://forum.bitcoin.org/index.php?topic=11104.0).
Actually that guy lost his coins before keypool was created, in fact, keypool was created as a response to that person's post.
That said, yes you are right, before you backup the first time, make sure you get some coins and/or send some.
No, the keypool feature was created as a response of someone else (see
http://forum.bitcoin.org/index.php?topic=782.msg8620). The creation of at least one new address must be triggered in order for the keypool to be filled, and that is still the case for version 0.3.22. So is there a reason why a new wallet.dat contains only 1 keypair until you create a new address? Seems like a bug to me...