I can not honestly answer which is better because I have never tried CPA, however, from what I hear of CPA...
CPA can be an extremely lucrative method, however, it can also be very difficult to get into. Like I said, I have never personally tried to break into this arena myself, but every time I hear someone talking about it, it's usually because their applications keep getting denied. Now again, this is ONLY what I have heard, again, I have never tried to do it myself.
Now, affiliate marketing, on the other hand, is something I know very well and I know it can be extremely lucrative as well. As with anything, you're earning will be based on your efforts. If you want to spend just an hour or two a week promoting a few items here and there, don't expect the greatest results (not at first anyway)... If you spend day and night, doing everything you can to market and promote items properly(including yourself), you can make an absolute killing.
Now, if you are an absolute beginner, please do not make the mistake of thinking that it will be easier to promote and earn commissions on lower priced items as that is not the case. You will hear over and over, even right here in WS forum, that promoting high end products takes just as much effort as promoting lower priced products and that really IS true.
If you're going to spend hours, days, whatever, promoting products, why not promote those with the biggest returns. After all, you're doing it for the money, right? Why not get compensated well for your time?
So, based on the "if you were going to earn first money online in a fastest way" portion of your post, I would definitely say Affiliate Marketing as you can start instantly whereas CPA, you would need to spend some time building up a decent enough website, applying to the CPA networks and waiting for approval.
Either way though, you will only get out, what you put in and that is the key no matter what you decide to do and which avenue you decide to take.