what happens if I control only Spiteful Bully?

[Tilo]

What happens if I only control Spiteful Bully and no other creatures?

[Kenji]

The text of Spiteful Bully is fairly clear, but here's a Gatherer ruling that reinforces the answer:

10/4/2004: It can damage itself. In fact, it has to if it is the only creature you control.

The answer is pretty clear when you realize that Spiteful Bully's triggered ability is mandatory (as evidenced by the lack of the word "may" anywhere in its text), and also that Spiteful Bully is indeed a creature you control. So, it stands to reason that you must target Spiteful Bully itself if you control no other creatures.