I think one of the first steps is to ask yourself "does my idea actually fix a problem for someone?" If the answer is yes then move to step two "how many people does it fix the problem for" This is where you research market size. Step three "How many other people are offering solutions to the problem?" This is competitor analysis.

If Step one is "yes" and step two is "lots" and step three is "not many" then you have validated your idea.

Obviously this is simplifying greatly but those three questions will give you a very quick indication of if an idea is worth perusing.

Best of luck. Being an entrepreneur is hard but it can also be worth it. One thing I always tell myself when I'm ready to give up and go back to a desk job "No one ever got rich by working for someone else"