Running one without a battery can result in some pretty healthy voltage spikes. The battery acts as a "shock absorber" in a charging system, so trying to run it on just the generator will probably end up with the electrical system seeing some pretty high, and very unpredictable output from the generator. If it hasn't been run in a while, it's also possible the generator will have to be polarized, and a battery in the system is definitely needed for that operation. The dry cell lantern battery is a possibility, but it won't last long, and the generator will not recharge it.
Jerry