You may activate the first ability even if you control no creatures. Sarkhan Vol gains a loyalty counter, but the ability will have no effect.

Sarkhan Vol’s first ability affects only creatures you control when that ability resolves.

You may target any creature with the second ability, not just a creature an opponent controls. If you target a creature you already control, you’ll gain control of it (which will usually have no visible effect), it’ll untap, and it’ll gain haste until end of turn.