There aren't any dumb questions! Steve, I would say gathering the person's contact info is something you want to do whether that person clicks on your affiliate link or not during their first visit to your site.
To capture the interest of your visitor & to encourage a call to action (optin to mailing list) before they leave your site is more important than having them click the affiliate link the very first visit, though both would be great. Include a call to action to opt-in first, then clearly direct them to the Affiliate Link. For those not ready to buy yet, once you have their email address, then you can develop the readership and fanbase for way more than a click on an affiliate link.
Does that make sense to you? I'm only now just getting it, as I'm a slow "doer" and this has been repeated over and over again to me. It's in the practice of it that the learning's complete!
The best thing to do is offer a free report, or a low-cost report, about the same topic as your affiliate promotion. Those that take you up on that offer and opt-in to receive it are qualified subscribers - people who have qualified themselves as interested in the subject and interested in learning more. So you start with your own information or info-product, get them on your list, and then introduce the affiliate link there.
You can also write blog posts with the sole objective of getting them to click through and make a purchase. I do both.
Call to Action: Opt-in
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