The paper calculates the average density of the normalized Hausdorff measure on the fractal set generated by a conformal iterated function system. It equals almost everywhere a positive constant given by a truncated generalized s-energy integral, where s is the corresponding Hausdorff dimension. As a main tool a conditional Gibbs measure is determined. The appendix proves an appropriate extension of Birkhoff's ergodic theorem which is also of independent interest.