At the beginning, should I let a girl know that I've already had a girlfriend(even if I actually don't have), because being unavailable means a challenge and it will help me get the girl, true?

By telling the target that you have a GF you risk losing her interest... not all chicks are willing to break up a (presumably) happy relationship... there's some social stigma associated with that, especially if you belong to a conservative social circle... pre-selection works in your favour if you had (in the past) one or several relationships that your target finds out about or if the target observes that other chicks are interested in you... and you can establish the unavailability by feigning not so much interest in her, without justifying it by the existence of another woman in your life...

Naw, don't recommend this tactic. As Redlight already said, many girls will actually be turned off if you openly reveal you have a girlfriend (one, they will think you're making this claim because you want to make it clear you don't have interest in them; two, they aren't willing to break up your relationship).

Also, it's more of a "challenge" for the girl if she voluntarily looks you up and sees that you have females vying for your attention.

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Take intelligent risks and you will find the opportunities that others miss.