IPhone – How to forward iPhone messages to Macbook or iPod

There is an Apple support document on how to do this. You don't need to keep a sim in the phone but you need to put one into it to activate it before taking it back out.

Here's the procedure for 3G and 3GS:

You can use any SIM card associated with the carrier that your device supports to activate the phone. Simply place a SIM card from the last carrier with which you used your iPhone into the device, and activate it. Then remove the SIM card. You can now use the iPhone 3G or iPhone 3GS as you would an iPod touch (Wi-Fi only, no cellular service).

Note: You can use the activated SIM card from your new iPhone to do this.

To re-activate an iPhone 3G or iPhone 3GS that displays the "Connect to iTunes" screen:

1. Insert a SIM card from the carrier with which you used your phone. Note: If you are using the same carrier, you can use the activated SIM card from your new device to do this. If your device is unlocked by your carrier, you can use any SIM card.
2. Connect the iPhone 3G or iPhone 3GS to iTunes on a computer connected to the Internet. iTunes will then activate the device. You can remove the SIM card at this point and use the iPhone as if it were an iPod touch.

This is the same set of steps you would use if you had a sim card, it's more about clearing the account that device has registered with the iMessage service.

Try to turn off iMessage completely, totally log out of the system in Settings > Messages. When you re-enable it, ensure you log in with your own Apple ID. At this point, you should be able to message to your registered email address.

If that doesn't work, you may need to back everything up and restore the device. This is somewhat problematic without a SIM card, since you may get stuck at activation if you don't at least have an inactive SIM from the proper carrier.