Everyone has some idea of their own, be it a brilliant business plan or an ingenious way to turn off the lights from their bed. If you have problems coming out with ideas, you should read this post from Seth Godin about fear of bad ideas. You need to come up with lots of bad ideas before you find one that's good. Having an idea is the first and last step for many. Some people are so protective of their ideas that they miss the chance to improve and get feedback on it. An idea is nothing until you turn it to reality.

To me, ideas are worth nothing unless executed. They are just a multiplier. Execution is worth millions. - Derek Sivers

Knowing all that, working on an idea takes enormous effort and often requires an unhealthy dose of optimism. If your friends, family and cat start questioning your sanity, you are probably on the right track. No one knows if it will work out or not, so the best way to find out is to try it.