Hide default “Recent Comments” Widget if there are no comments yet

I don’t know if there is a hook for the comment widget but you can call a widget in your template with a conditional to check if there are comments. You can probably also do this via functions.php.

Something like:

$num_comments = get_comments_number();

if ( $num_comments > 0 ) {  
    the_widget( 'WP_Widget_Recent_Comments' );
} else { 
 // do something else
}