[Linda Buquet]

I think you can probably sign up with CJ with a blogger account. But then to get approved by some merchants is harder and you may need a site related to the product for some.

"Or should I set up a website and then find a niche and then find a product related to the niche?"

No the 1st step is finding your niche. Then check to make sure there are affiliate programs with products to sell that would appeal to that niche. Don't join any yet, just research.

Before you build a site you need a niche and need to do niche research. Then once you know that's the niche you are going to target, you try to find a domain name with your main 1 or 2 keywords in it.

Again, that's very general advice because there are lots of different ways to approach it. But for both customers and search engines it helps if your niche and your domain share common keywords and then the products you add later are related to the niche.