I want to create a game on WP7, but I hesite, I don't know if it's a good
business to start or not.
If you have some information or expirence, thank's to help us.
Quite a few devs have shared their stats here: http://forums.create.msdn.com/forums/t/69061.aspx.
Ultimately you should support as many platforms as you can manage. That's the best way to distribute your success. Like all platforms though, success varies widely from app to app, game to game.
Windows Phone has the advantage of a very easy development environment. If you're looking to break into the mobile industry, you'll have an easier time with Windows.