Honestly? It depends on what it is. In general, the first thing is to turn it from a vague idea into a wireframe - a skeleton of how all the different parts should work together, and also whether there is a market/audience, how you'd reach them, what your revenue stream is going to be, and how much everything is going to cost (you'll be wrong on everything, but it's a necessary exercise anyway.) Then, you have to either make a prototype of whatever it is, or assemble the minimum number of people to do just that, and play around with it until it sort of works. That part is hard. Then, you have to sell your product, either the concept, to investors, or to end customers.
You've got to be an optimistic, bullish, grinder to make it work. Check if that's you. If it is, then go for it. If it's not, maybe a straight job is for you.
Oh right, and you need to be lucky.