Since CJ is one of the larger affiliate programs out there and probably get a lot of scam applicants, having a site would probably help your chances of being accepted.
I joined this week just giving a url which pointed at nothing and they signed me straight up. Hope that helps
You can sign up for CJ without a site, but for each program you are required to apply. Most advertisers on CJ will check your applications manually. Without a site, most of them will decline you. Step 1 is getting into CJ which is fairly simple, but the harder step is to be approved by each advertiser which at times may not seem as easy as some may think.
I do not see the interest of joining CJ now if you are now ready to sell. CJ will require you to sell al least one item within 6 months. You may not sell a lot at the beginning. So wait until you are really ready.
You may not get approved by all advertisers if you don't have a site up, or if that site doesn't meet their requirements.
I signed up with a blogger site and got approved, I think you should create a site so advertisers can see potentially where their ads may go
Correct, once you sign up with CJ most of the merchants would like to review your site before approving you. So if your blog is about a certain niche, it'll be good to apply to only those merchants that fit within than niche, most likely others will not approve you. I have seen a general coupon site getting approved for everything as they have nearly everything listed, however I don't think that the best approach.