Many paranormal romances these days are series. They're the most popular. The fans are hungry for them, like ravenous vampires. Goodness knows I love them. I read them and write them. Yet it's important to remember a few things when starting to write a series.
First off, does your idea need more than one book? It has to be a pretty dang big idea. Don't stretch out something that could fit into one book. You'll bore your readers. Examples: each book in the series could have different narrators, or you could follow the protagonist through vampire slaying school going year by year.
Every book must be able to stand-alone. It must have a story that is unto itself, but then make a strong connection to the overall story of the series. It can get tricky, because you want to have an amazing story within each book but you want to take away from the overall story.
Give yourself a lot of wiggle room. This is in case you carry on the series longer than expected or if you have to end it sooner than you thought.
You don't have to do all your world building in the first book. That's the nice thing about writing series. You can start small and expand on your world as you go along.
Finally, make sure you're ready for the commitment. Writing a series can take years. Are you willing to devote that much time to one world? To a couple of characters? Know yourself. Know what kind of writer you are. IF you jump from idea to idea, a series isn't for you.
Do you enjoy reading series? Do you write stand-alone novels or series?