Hi John,
Welcome to 5 Star. You've already made a brilliant step by becoming a member of this forum.
It's also not so bad that you haven't created a site yet. You can get a lot of information from Linda and many of the other members before you begin getting your hands dirty. At least by educating yourself in advance, you can make fewer mistakes.
What areas of affiliate marketing are you exploring? Are you a PPC enthusiast? A blogger? Are you a web designer or do you plan on outsourcing that to a second party?