Is anyone kind to tell how to start planing an Hobie CAT?
Should I tighten the main sheet first and then modify the rudder to get right course (fix the main sail and then modify the course)?
Or contrary to fix the sailing course first and then modify the main sheet angle and tension?
Any advice will be greatly appreciated.

You can do either, set a course and continually adjust the sails to keep them at the correct angle to the current wind, or set the sails for a certain point of sail(close hauled to weather, reach, downwind run), and then adjust the boat's direction of travel to keep the sails powered up. It's probably easier when beginning sailing, to set the sails and adjust your course with the tiller. Experiment, see what you enjoy the most. Being able to do both is a desirable skill to work towards.

Dave

Catamarans are displacement boats, they don't plane out or 'get on a plane' if that is what you are asking. Flying the windward hull will reduce the wetted area. This is how they go fast. They exceed hull speed by having a very small amount of wetted surface, they are still in displacement mode. (some will argue that the newer boats do plane, I disagree)

Trim your sails or adjust your course either works, flying the hull takes enough pressure in the sail to overcome the righting moment of you and your crew.

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'life is too short to drink cheap beer'
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