If a smoker has a water pan, it's usually best to use it at least partially filled with water. The water helps regulate the smoker temperature, and adds a little humidity to the cooking chamber. Adding intensely flavored seasonings can add some extra taste to meat.
By adding very hot water to the water pan at the beginning, your smoker comes up to temp quicker, and your food will cook quicker.
If you don't add water to the pan, grease will drip into it and burn, causing your smoked food to taste less than perfect. And trying to smoke without the water pan in place will allow too much heat to reach your food, similar to direct grilling and not slow smoking.
