Thanks Simon, I think that it is good advices. I will learn to walk before to run!
My only concern is that all the adult sites that I see are very similar. IMO, I think that I will have to be very creative to stand out from others. I built a site 2 weeks ago with "easyXsites" and, until now, I have earned a "big"... $0.02 with PlugRush!
That is why I thought to buy some fresh content and build a membership site but maybe I can just do an original site without membership? I could probably sell ad spaces and/or put my own CPA offers...