Can you turn a dslr on without a lens attached?

Or will it damage something?
I will be getting the actual Nikon D5000 body before the lens arrives and I'd like to be able to get acquainted with how everything is set up.

Added (1). Sorry my english is bad

Yes.

There's no need for the lens. Just be sure to keep the dust cover on so nothing gets into the sensor chamber. You could even put a tiny hole in the center of the body cap and use it as a pin-hole camera.

Turning the DSLR without the lens won't damage the camera. That's how the camera gets repaired/cleaning is actually without the lens.