Diethyl Ether reaction mechanism
Your mechanism would create a primary alkyl cation, namely the ethyl cation ($\ce{CH3CH2+}$). Primary carbocations are extremely unstable and only generated if there are stabilising effects present such as in the benzylic or allylic case — and these are then often not considered primary cations but rather allylic or benzylic ones.

Rather, the protonation of ethanol ($\ce{CH3-CH2-OH}$) creates an oxonium ion as you suggested in the first step:

$$\ce{CH3-CH2-OH + H2SO4 -&gt; CH3-CH2-OH2+ + HSO4-}$$

The $\ce{CH2}$ carbon is then attacked from behind in a nucleophilic $\ce{S_{N}2}$ reaction liberating water in the same step. It is important to note that the attack of another ethanol molecule and the liberation of water happen synchronously; there is no first or second.

$$\ce{CH3-CH2-OH2+ + CH3-CH2-OH -&gt; CH3-CH2-OH+-CH2-CH3 + H2O}$$

Finally, the oxygen which is now part of a protonated ether loses the proton to give the final product diethyl ether.



In the case of a nucleophilic substitution on a substrate like tert-butanol, or even better, tert-butyl bromide, one would consider the leaving group to be liberated first and a carbocation to be created; however, tertiary carbocations are orders of magnitude more stable than primary ones.