Do you need a program to make a run in Netrunner?
You are correct!  No icebreaker is required to make a run.  So yes, the mantra: run early, run often!  On the first turn, it is usually good to put some pressure on a central server that isn't well defended (either HQ or R&amp;D).

However: some decks will punish you for this (especially Jinteki), as they have cards that can hurt you when accessed from R&amp;D or HQ (Snare, Shock, et cetera).  Also, you can run naked (no ICEBREAKERS) even against servers that have ICE... and you might be successful if the corp doesn't rez them or if they don't have any "end the run" subroutines.  Again, that can be pretty dangerous though (watch out for Neural Katanas).

Most corp players will expect this though - if you are Criminal, they will generally defend HQ on turn 1 (to stop Account Siphons); if you are Shaper, they will typically put some ICE on R&amp;D (to try and prevent Maker's Eye runs).