It depends heavily on how long you ran the car and in what kind of conditions. If you just got it to operating temperature, or if it's cold outside and you were running the heat nice and hot, it's not unusual for there not to be pressure in the system or for the overflow bottle to not have hot water in it. The entire coolant circuit has to heat up to build pressure, if the radiator is still cold you won't build pressure and the hot coolant won't expand into the degas bottle.

__________________
Current stable:
1995 E320 157K (Nancy)
1983 500SL 125K (SLoL)

Gone but not forgotten:
1986 300SDL (RIP)
1991 350SD
1991 560SEL
1990 560SEL
1986 500SEL Euro (Rusted to nothing at 47K!)

Gone and wanting to forget:
1985 524TD 167K (TotalDumpster™) [Definitely NOT a Benz]