// Create a new mesh and assign it to the mesh filter
function Start () {
    var mesh : Mesh = new Mesh ();
    GetComponent(MeshFilter).mesh = mesh;
}

using UnityEngine;
using System.Collections;

public class example : MonoBehaviour {
    void Start() {
        Mesh mesh = new Mesh();
        GetComponent<MeshFilter>().mesh = mesh;
    }
}

import UnityEngine
import System.Collections

class example(MonoBehaviour):

    def Start():
        mesh as Mesh = Mesh()
        GetComponent[of MeshFilter]().mesh = mesh