I concur with FF...but that's only cause he's younger, faster, leaner and better looking then me
My thoughts based on what I've heard/experienced:
Protein is the basis of what your body needs to build muscle and other bodily functions....of all the food groups (fats, carbs, protein)...it makes a lousy fuel and it's conversion to energy for fuel is very poor. Also, protein is not easily nor quickly broken down, which is why FF made reference to holding it down....it's digestion is more complex & time-consuming.
Carbs can be converted into energy very efficiently and quickly. Fats can also serve as fuel....but protein is not your ideal source for energy. Before and during your exercise you can consume a bit of simple carbs (fruit, etc)...that ought to give you some better performance.
If you are doing some hardcore anaerobic stuff of intense nature, like power-lifting & heavy weights...then taking some protein may be an issue...but it doesn't sound like you are.
What you may be concerned about is catabolism. I've been told that by taking some BCAA's (Branch Chain Amino Acids) it can help stave-off any catabolism and maybe help the body metabolize and oxidize fat better. I've also been told that unless you are training at a super-high level and pushing crazy-hard, you probably don't need to worry about this. Just eat a reasonable healthy breakfast with some protein and perhaps snack on some easy/light carbs as you do your thing.
That said, I too will defer to other opinions of others who post here.