#rules citation

701.27a To proliferate means to choose any number of permanents and/or players that have a counter, then give each one additional counter of each kind that permanent or player already has.

As you can see from the definition of proliferate above, you get to choose any number of players or permanents with counters, which includes zero.

The rule you’re looking for is part of rule 116. Timing and Priority: “116.3b. The active player receives priority after a spell or ability (other than a mana ability) resolves.” This spells out the basics of the situation, giving priority back to the active player. 

To get the full picture, though, we need another rule from 606. Loyalty Abilities: “606.3. A player may activate a loyalty ability of a permanent he or she controls any time he or she has priority and the stack is empty during a main phase of his or her turn, but only if no player has previously activated a loyalty ability of that permanent that turn.”