See, I'd guess not hungry... aren't we provided with all the nutrients we need while attached to our mother?
I'd question whether the presence of feeding in newborns shows that they have a concept of hunger yet. I'd guess that the experience of hunger is something that isn't fully developed before experience of nourishment and satiety in the world outside the womb.
Hunger is a primal instinct governed by hormones of the GI tract and the brain. It isn't something learned once we begin to develop tastes for food. With that said, I would venture to say hungry. After sleeping, most babies proceed to breast-feed soon after waking up. If babies don't have developed sense of hunger they wont eat and early in life that would not be good.