Take a good long look at your current web-presence. Asses where you are; do you have a web site with regular, consistent traffic in high numbers? Do you have a site that has occasional visitors? Do you have a site that has next to no traffic? Do you have a site at all?
What kinds of goals are you hoping to achieve with affiliate marketing? Do you want to make six figures a year? Do you want to make a few hundred bucks a month? Do you want to make enough to cover the costs of running your web site, and no more?
Once you have answered the above questions, take time to visit affiliate directory sites; be aware that many of these are doing exactly what you are hoping to do by turning your visit into a sale. Most, however, do provide a healthy directory of programs for you to investigate.
Locate the affiliate programs that make the most sense for your web site and take some time reading their rules for participation. Select the ones that pass your criteria and sign up!