Comment by RossBencina

There are risks, costs and benefits whichever path you take.

Have you ever built something small? I mean the whole thing, including the parts you know you're not good at and the parts you've never done before. If not, maybe start there.

A big idea can be aspirational: "I will make the biggest bestest X the world has ever seen." You can have that goal and still make the smallest most interesting part of X as your first iteration.

If you prefer a more rational approach, there are standard methods of business/product assessment that you can apply at the idea stage to rule things in and out. Success or failure is rarely guaranteed, but if the idea is big, unexamined blind spots can bite you years down the road.

Another factor is resources: do you have time/money/drive/attention-span/grit to see a big idea through to maturity. There are many steps in that process and each step has its own challenges and potential for failure.