CREATE TABLE test
(
    `x` Int32, 
    `d` Decimal(10, 3)
)
ENGINE = MergeTree()
ORDER BY x

Ok.

0 rows in set. Elapsed: 0.004 sec. 

akonyaev-laptop :) select avg(x) from test;

SELECT avg(x)
FROM test

┌─avg(x)─┐
│    nan │
└────────┘

1 rows in set. Elapsed: 0.001 sec. 

akonyaev-laptop :) select avg(d) from test;

SELECT avg(d)
FROM test

↑ Progress: 0.00 rows, 0.00 B (0.00 rows/s., 0.00 B/s.) Received exception from server (version 19.14.3):
Code: 49. DB::Exception: Received from localhost:9000. DB::Exception: AggregateFunctionAvg with zero values. 

0 rows in set. Elapsed: 0.004 sec.