Ideas are amazing. The best aspects of an idea is that they are free and they can lead you down a beautiful path to starting your own business. Ideas can land in our minds at any time. They can come while working in your day job grinding away and struggling with a problem that the company you work for won't fix. An idea can combine the night while asleep and dreaming of some random occurrence that triggers a thought about doing something awesome. They can really come from anywhere.
Once you have an idea, ALWAYS write it down. If you are a bit of a creative like me, if I have an idea while falling asleep, I need to write it down or I will be awake all night. Two nights ago I had an idea for a marketing campaign message (essentially a business "Value" that I wanted to focus on for a campaign). What I do is quickly type up the idea in an email, and email it to myself, so the in the morning when I sit dow to check emails, I see it and can start developing the idea.
DON'T FORGET YOUR IDEAS. ALWAYS WRITE THEM DOWN AND THEN START DEVELOPING THEM!