Hi Chantilly,
Welcome to the forum. You don't
have to start a website, but it is a good idea if you are shooting for long term success. I wouldn't recommend a review site unless it is about some particular niche products (NOT work from home products).
It's often a good idea to think about what you are good at or what you know a lot about already. It sure makes things easier.

For instance, I know someone who has a review site for vacuum cleaners and another one for juicers.
But, you don't have to do a review site, per se. You can choose any type of niche that you have an interest in. You can see from my signature that I have three sites, one on chocolate candy, one on auto insurance, and one on parasites. They are completely different from each other.
None of them are review sites, although I do review different products when appropriate.
When I started I had no idea about how to build a website, how to do brainstorming for keywords, how to do SEO properly, etc. I literally knew nothing. I read a
free affiliate marketing course and then signed up with the SiteBuildIt program. It was the best investment I've made online.
With SBI, all the tools, training, software, brainstormer (wordtracker included), domain, hosting, ezine, autoresponders, etc., are included. The best thing, though, in my mind was the step by step Action Guide. It takes you through the whole process from start to finish and you actually DO the steps as you are learning.
Well, that's been my experience and my recommendation to all my friends and family. If you want to make a real go of an online business and you don't know where to start, start with SBI.

Blessings,
Angie