Gcc is not running executing output file

Hi Guys,
I have complied C program using gcc compiler on my MAC OSX 10.8.3, Xcode 4.6.3 and GCC 4.2.1
It generated output file but when I am trying to execute output file it is showing below error and not showing output.
Can somebody help me on this please?
Prashants-Mac-mini:scripts appdev$ ./first.o
-bash: ./first.o: Malformed Mach-o file

You skipped the linking step:
gcc first.o -o first

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