As a longtime writer, I find myself consumed with a huge variety of ideas and concepts. I'm always thinking of something new, and always thinking about what to write next. I also know a lot of other writers and artists, ranging from the casual amateur to honest to goodness published and paid professionals. When I'm interacting with someone without much experience in shaping their ideas into a finished product, there are a few mistakes I see them make over and over.
It probably sucks for some of you to hear this stuff, but understanding it will make you better at whatever creative endeavor you're undertaking.
First, just because you've had an idea doesn't make it a good one. It takes awhile to adjust to this, particularly if you've been nursing an idea in your mind long enough that you've become attached to it. Few things in creative work are more disappointing than killing a project you love working on. The reality is though that everyone in the world has a lot of ideas, so few ideas are actually original enough to stand out, and only a few original ideas are actually good enough that anyone else wants to hear about them or experience what you create with them.
When I was in college I wrote a ton of short stories (back then, one of the routes to getting a longer work published was to get a bunch of short stories published by anyone who would look at them, so you had a resume long enough to convince an agent to look at your longer work). Mostly I wrote fantasy, and some of it had been published in e-zines and reasonably well received.
Well, once I got an idea for a story and tried my hand at some science fiction - a genre which at the time I was far less familiar with. I was really proud of the end result. It had great language, good pacing, and just felt really solid to me. I knew I had other work that was weaker that had gotten published. But try as I might, I couldn't get anyone to accept the sci-fi story for publication. I got rejection letter after rejection letter (and the majority of rejection letters are pure form letters that offer no insight). I couldn't figure out why it wasn't getting attention, but eventually I abandoned it.
(I later realized that the story I had written - a story about the start of a new human civilization put into place by aliens, which in turn inspired the book of Genesis - is one of the most common, overused, dead horse beaten ideas in all of science fiction.)
Second, just because you have a good idea doesn't make it worth anything. This is a much harder pill to swallow. When most people see something take off - whether it's J.K. Rowling making millions from Harry Potter or Billy Mays selling millions of units of stuff "as seen on TV" or anything in between - their thought is almost always "I wish I had thought of that."
Well, I have some good news and some bad news. The good news is that there are plenty of good ideas out there, and I'm sure you can think of something that could become a million dollar idea. The bad news is, it probably won't.
A good idea isn't worth the cocktail napkin it's scribbled down on. That's because while people often have good ideas, most people rarely, if ever, act on them. They forget it, or stay pessimistic, or hit a road block, and never follow through. Everyone has that friend, or that coworker, or that wacky aunt who has a new great idea every week but never follows up on any of them. Unless you actually turn your good idea into a saleable product, it's not going to do anything for you. Successful people don't want your good ideas, because they have plenty of their own. They know the lion's share of the work is in the production and execution. Your good ideas aren't special.
Once you accept these two things (or more likely, learn the hard lessons yourself) your writing, your art, or your music will be all the better for it. The more you practice and the colder you are when you assess your ideas, the more time you'll be able to spend on the ideas that are actually worth seeing through to the end.