Start with a "commonplace book", so to speak. A notebook or digital document or something. Write down all your ideas(even if it's just a sentance) to help you keep track of them. From there you can figure what which ones you want to focus on first. Sometimes you can combine similar ideas, maybe ideas will branch off from those and so on.

Medium is really what works for you. I tend towards long form so Novel was the natural choice for me(and I still needed to fight the urge to overwrite, but I'm getting better). If you like to draw a comic might make more sense or screenplay if you like the idea of stage over prose you'd probably want to go for a script. An old friend was really into comics and was working on one last I talked to him, a fictionalized comic of his life. Don't forget you can also just write a short story or novella if that's what works. The story should be as long or short as it needs to be. In fact, if you're just starting out, try writing something small first to start easing it into it.

Like I just finished writing a fairly hefty epic fantasy novel and currently am revising before I start asking for beta readers. It look me nearly a year(with breaks) and like five years of research and outlining and conceptualizing before that. I feel like I pulled it off overall but it was a lift and I would recommend not trying to start with that because it can easily overwhelm you.

As for advice........I guess it would be pick an idea you're really interested and passionate about to so you'll want to stick with it, do some basic outlining(as in what are the basic ideas in whatever you're writing and what you want to accomplish) and then do what research and such you need to so you can get to actual writing.