Hi Peter,
Great you found niches you know about and enjoy. It will make this so much easier.
1) The most common and effective approach I think would be to start with a blog. You can also have static pages on the blog, they don't all need to be blog entry type postings.
2) Generate Content - don't worry about affiliate links right away. Build your foundation 1st which is content. I would save the product reviews and direct sales attempts until stage 4. I would write keyword rich content that is going to ATTRACT your target visitor. What would your target customer be interested in or searching for? This is the bait that will help to start to get targeted visitors coming to your site. Try to add at least 3 - 5 new blog posts per week. 2 a day even if you have time. Ping after each new post. (Ask if you aren't sure how.)
3) Learn to market and drive traffic -
don't worry about affiliate links right away.
I already said that didn't I? There are reasons!
Marketing/traffic strategy could be partly: Learning about and implementing
SEO strategies, posting comments in other relevant blogs, blogging about and linking to other industry blogs, commenting in forums, joining social networks and article marketing, for starters.
4) After you have a good foundation built with 2 & 3 you can start thinking about adding affiliate links. Text links within your content that don't sound like a sales pitch and are highly targeted to your niche typically convert highest. But you can also have relevant text links and banners in your side bar or at the top of bottom of each blog post.
The reason I say wait on the affiliate links is doing it to early will take you away from all the momentum you need to build up doing #2 and 3. PLUS if you start marketing and don't have much good content yet - mainly just a bunch of affiliate links it can turn your precious early visitors off.
Most important to know - it can take 500 visitors before you make your 1st sale - they should come much faster after you learn the ropes. But if you stop for instance before you even get 25 visitors, to learn about how to pick programs, best way to add links, best link placement and all of that - you just pushed back the length of time it's going to take you to start getting enough traffic to even start making sales. So that's my thought process anyway.
Like I said earlier, there are a TON of ways to get started.
This is a safe efficient way for newbies to get started.