"but wondered can I start without a site, and also where do I start first"
Well I'm assuming you want to start without a site for financial reasons, if that's the case then direct linking isn't an option because that requires PPC $.
"where do I start first?"
That question is a little like how do I build a house?
Answer is - it depends on what kind of house, what budget etc.
Step 1)
LEARN MORE - Before you do anything read all the stickies in the newbie forum and some in the niche marketing forum. You need to build a little foundation about the industry and how thing work before you even try to make a decision on your next move.
Step 2)
FIND A NICHE - the info above will help you get started. Finding a niche is like deciding what TYPE of house you want to build. We can't really give you too much info until we know what you want to achieve.
DEPENDING on where you are at after you delve into #1 & 2 above, one possible answer to the question "how can I get started without a site" is to build a
hub page or a blogger blog. These are free site building or blogging platforms that make it easy for you to build a free site that could start getting some traffic.