The purpose of this is to make sure your body has extra fat stores to use while the HCG begins working. It takes up to 3 days for the HCG to kick in and begin to burn enough fat to supplement your 500 calorie diet.
In other words, your body must have fat to burn while you begin the 500 calorie diet or you may get too hungry and give up on the diet altogether. Make sure you are following your doctor's recommendation for Phase 1.
A Word About Cleansing: Some websites recommend a month-long cleansing period, which they also call Phase One of the HCG diet. I did not know about this until after I had completed one session and I do not think it is necessary to the success of the HCG diet. And it certainly doesn't sound like as much fun!