Question

why will a spring oscillate without a mass attached

Answer 1

coz spring is not massless it also has its mass

Answer 2

it does rigid body oscillations

Answer 3

What happens is that the atoms of the spring acquire some elastic potential energy when stretched, and when released it attains kinetic energy, and when it comes to it initial or mean position, the spring got compressed due to the momentum of its atoms at its mean position. And then due to compression it tries to attain its mean position again and so on...