Has it ever happened that when you got out of the sandbox you have gone from 50 people visiting your site to 400 and more?
yep. moved a site on a new domain to an old one, got out overnight, traffic increased exponentially. done it dozens of times
get it. now, let's suppose I have a website built on a newish domain that is sandboxed. I manage to get an older domain, so I put my website on it and put a redirect on the newer domain. Which domain sould I SEO from now on? the newer (the one I built my site on in ferst place)? the older (the one I got later)? Assume I already did some link building pointing to the first domain.
do you mean which should you link build for? I really don't think it matters... but I'd do it for the old domain, just makes more logical sense.