It really is better practice to put a heat sink on the CPU before booting. If something goes wrong you could fry a perfectly good CPU just to save a few seconds of installing the heat-sink.
You might be able to get away with it, though I certainly don't recommend it.
From another similar post:
"Todays processors create so much waste heat that it will only take a few seconds for it to go into thermal shut down. Running a CPU without a fan and heatsink is a sure fire way to fry your CPU and when it's fried you can argue with Intel all you want but they aren't going to replace it."