Power amp + CDP: is that enough?

Not likely. Your CD player was not intended to drive a power amp. You can try it, but the sound, while clean, will be lacking in midbass punch and the music takes on a sterile character. If you can borrow a power amp give it a try and tell us what you think.

It depends on the max output voltage of the CDP and the sensitivity/available power of the amp. If the CDP can drive the amp to satisfying output level; you'll be fine, and will avoid whatever colorations a preamp might add. YES: try it!

I think the Sony has a digital volume control... basically, to cut the volume, it will start truncating the information. So, although a good idea on paper, you will lose detail and quality... Also, the Sony has no way to adjust the max volume output (you always want to stay towards the very top end of the volume if you use a digital volume control).