I completely agree with Tom's suggestions, especially joining an existing startup as it reduces you risk immeasurably, while you learn a great deal.
Beyond that, depending on your background and location, there may be nearby resources to support you.
For instance, if you're looking to focus within the technology space, there may be opportunities to attend a Startup Weekend, 3 Day Startup, or similar event, where you can participate with others to brainstorm and beginning implementation on an idea. While this infrequently leads to a viable product straight away, it frequently leads to meeting potential partners and team members for subsequent projects, and can help you learn to ideate, implement and test your ideas in quickly.
Another possibility would be connecting with local incubators or startup/entrepreneurship support organizations/programs. Regardless of the route you choose, consistently engaging with a community of likeminded in individuals will help you start to see more opportunities and gain a better understanding of the startup process, not to mention connections that can help and support you in the future.