You're being fairly vague so let me put some hypothetical context in here.

Let's say you made a video game...

If all you are talking about is paying taxes under your own name until you find out whether or not a significant number of people are going to buy your game, fine.

Anything more than that however would be less than wise.

EDIT: Let me amend that...

I should say that I was assuming the content of the game was non controversial. If your content is controversial, ALWAYS start the LLC, it is not that hard usually.