You need to make a distinction between the first view of an app, and a view where there's just no data to display.
When dealing with the first view scenario, that's a great opportunity to tell the user all those things you wish to tell him before he begins using your app. A welcome message, some tips and tricks (also provide a clear way of reaching them later, when the first-view screen is no longer available). Most importantly, tell the user how to proceed, e.g. in your example you can say something like "Press New project to get started". A graphic editor can say "Drag an image here to begin". Powerpoint says "Click to add title", and Prezi says something like "Click here to type". Provide a short, effective call to action that guides the user on his first use of the product.
In the second scenario you just need to make sure that the user understands that this is not a bug and there's no data to display. This is how MS Outlook does this:
And this is how Gmail does it:
I don't know whether Gmail still does this, but a while back, when you'd delete all your emails, it would say something like "Nothing to read here! Why don't you try out Google Reader and discover something interesting?". So it's also a great place to talk to the user and promote your goals.