I agree all the way!
The answer to this question can really vary, depending on the kind of niche you want. Do you want to sell boats? TV's? Lawn equipment? Furniture? Health products? The list goes on and on.
What I would do is make a list of things that you are really passionate about. Once you have that list, narrow it down to the things that you LOVE the most. What you're left with is the niche you want to market.
The next step is researching that niche on the computer. This can be the most lengthy and time-consuming process. Try various keywords that contain the name of your niche. Look at different forums that focus specifically on that niche. Last of all, find an affiliate that caters to that niche.
If you have done all that, my friend, you will be on the way to starting with an affiliate.
You have a good day!
Kyle Walker