How to approach my supervisor?

Given that it's a very broad question I'll try to create some context:

I'm in my first year (just started) and at the moment my task as PhD student is closer to learn the techniques and technologies used in the department than to real work. Almost in a weekly basis I receive small tasks which, once completed, are reported and then substituted by a new small task.

However, sometimes the task is completed and no report is due (for whatever the reason) so I'm stuck with no excuse to go to my supervisor's office and no work to do on account of not going to my supervisor's office.

My supervisor is a very busy person and so I have always the feeling I'm intruding when I 'request' (by mail or simply going to his office) to talk to him.

I would like to build some cofidence with my supervisor, but I don't really know how to approach him in the first place. Any tips?

Ps:I was sure someone would've asked this before, but I couldn't find anything so I would like to apologise in advance just in case it has already been asked.