A week ago, I bought a 1987 F150 and was going through the "under the hood" maintenance, filling up th fluids, tightening things, and changing the oil. When I unscrewed the cover for the air filter, I found that there wasn't one in it...

Having not known how long it has been without an air filter and no way to find out, is there anything I need to do? I put the filter in but I've never heard of a vehicle going without an air filter. I assume it's been without it for a while

 

Change the oil as soon as possible, and possibly do a second change after a few hundred miles. I you have a boroscope camera look at the cylinders for scoring and watch the oil level to make sure you aren't burning too much. If its running, its running. Its just preventative from here.

 

Truck is 30 years old so change the oil and drive it. the PO probably took it out because it was dirty and didn't want to replace it to sell it.