Getting Started with an Idea

There is a mass of things to get started once you have an idea for an app/business/etc. I want to know what people recommend to get started once you have an idea.

Disclaimer: I am not naive or ignorant to the amount of work it takes to implement any sort of idea. I understand that it takes a great deal of work, I don't anticipate doing it all alone, etc. I have read all about it and been part of some startups for a short period.

My issue is sort of the 'analysis paralysis' deal, where there are many paths to take (mockups, customer validation, just code, design, etc) that I don't know which is the most important.

Any suggestions on first steps?