If you somehow control no other permanents, you can attack with Korvold. You won't sacrifice anything, and there's no penalty for being unable to do so.

A legendary permanent that is put into a graveyard because of the "legend rule" isn't sacrificed.

Korvold's last ability is a triggered ability, not an activated ability. It doesn't allow you to sacrifice a permanent whenever you want; rather, you need some other way of sacrificing permanents, such as Korvold's first triggered ability.

If you sacrifice a permanent as part of a spell or activated ability's cost, Korvold's last ability will resolve before that spell or ability.

If you sacrifice Korvold, its last ability triggers. You won't put a +1/+1 counter on anything, but you'll draw a card.