One method for building your email subscriber list is to offer free products that people can download in exchange for opting in. Place your opt-in form on the download page itself, or even as a requirement before they get their free product.
People absolutely love to get free items that are high quality. This will start your list out right as people will be interested in what you have to say since you gave them such great value for free.
So the caveat here is that your free report is high quality, unique, and offers your visitors information that is enormously useful to them.