Set it up on your phone in Gear app, Notifications settings, and then if you get a notification, it won't be empty.
In the Gear app, Notifications is like the second option from the top. Just select the type of notifications you want (or you can select all at one time). Don't forget to select "Save" at top right before exiting this setting, or else the notifications you just selected will not be saved.
Assume your phone screen isn't on when you're not getting notifications on your S2, and that you also have the option in notifications set to display notifications even if your screen is on (if you want that to happen).