Can I have a Sprite without a Texture?

Just started using Unity's 2D mode after doing the shooter tutorial. My first action was to create a Sprite for the background. I set the colour to black and tried to change the size but it's still invisible.

Must I always set a Texture on a Sprite for it to be visible? Or if I want basic shapes of a solid colour, should I be using Quads instead? (I've searched for information on the subject and can't find any explanation.)