Don't worry, you don't have to write a newsletter right away. But it is a good idea to start building the list so you can send out newsletters to a captive audience when you are ready. Your newsletter can be about anything you want including special sales (using Markdown Manager), new products, or any cross marketing such as announcing a Facebook fan page or your Twitter profile. Here is how to add the newsletter promotion box:
This is just another free marketing tool that eBay provides. You might as well use it!