Do I need to report that the professor I have been assigned to TA hasn't assigned any work for me to do? The professor I have been assigned to TA hasn't assigned any work and has stonewalled me. I have sent three emails to check in and he hasn't responded. How should I respond? Should I bother reporting this to my graduate advisor?

UPDATE!! - He finally responded. He did have some issues, but is doing much better and is going to be more responsive moving forward. Thank you for all the great advice on this forum!
First try some other methods of getting in touch with him.  Call him on the phone, go to his office (during scheduled office hours if possible).  It's possible that for some reason your emails are not reaching him, or he's just overwhelmed with other stuff and forgot to reply.  Don't throw around words like "stonewall" unless you have proof that he received your emails and is willfully refusing to reply.

If you can't, then yes, you ought to report it.  Your advisor may not be the right person; I would look to whichever faculty member supervises the TA program in your department.  It could be the chair, or graduate vice chair, or some similar person.  

It could be that this is a sign of bigger problems, and if so, it will reflect poorly on you when it is found out that you knew something was wrong and took no action.