You should bleed it, there maybe air trapped somewhere in the hose. Bleeding a hope brake is easy as pie. Here's a run down:
Get a suringe filled up with dot 4 or dot 5.1 oil and slip it onto the bleed nipple, take of the resovior cap, then undo the bleed nipple a bit and pump the system through with the oil, watch the resovior to see if any bubble's come out, when you have used up all the oil in your suringe tighten the bleed nipple up with the suringe still attached, then you can do up the resovior cap and all should be well. Please remember, never bleed a brake with the pad's in, you will ruin them. Clean the whole lot up with brake cleaner and your away. :-
Hope this help's.