What are the advantages for a new grad student to attend a conference without having a published paper?
Actually, there are several things. One is you get exposed to a lot of ideas and current research by attending the talks. Don't be afraid to be visible. Ask a question or two if the opportunity arises. Smaller groups/talks/workshops are more useful for meeting people than plenary sessions.
Another is that you can meet a lot of people in your field, some of whom might give you more idea or be interested in your ideas. If the conference has lunch venues, be sure to spend some time there. Introduce yourself.
If there is a poster session, you can meet with some folks, many of whom are also grad students, and learn about their research ideas.
While you are there, take a lot of notes. Collect a lot of business cards if you can. Pass out a lot of business cards with contact information if you can.