Same thing happened to me on my '03 600RR before leaving for work at 5:20am this morning. No lights.Neither of my headlights turn on, regardless of Hi/Lo beam switch position. They were working fine and then both of them just don't work now. Tail light does work if that helps.
I lightly pressed the start switch, and voila, lights came on. First time it's ever happened to me. The bike does have 37000km on it.