I’d say it depends on the situation as well as on the idea.
If you are unable to test it for a while but feel reasonably sure you will be able to do it well, given the chance;
If at the moment, you are, demographically, someone who is likely to stop pursuing ideas regardless of what they amount to, properly tested;
If you have obligations (or expectations, yours or not) which you can meet more easily following your idea whether it works or not;
If you do have other ideas, and they are cool and everything but would require more work and—worse—are much less well-defined than your Big Idea;
If you wouldn’t have to depend on others (much) to follow exactly this one idea and you don’t feel like those others are really interested in working with you after all;
If your field of study (or whatever) is just built around… well, data… and there have been a few people you admire who went with their ideas instead of simply collecting observations...
I’d say it depends on the situation as well as on the idea.
If you are unable to test it for a while but feel reasonably sure you will be able to do it well, given the chance;
If at the moment, you are, demographically, someone who is likely to stop pursuing ideas regardless of what they amount to, properly tested;
If you have obligations (or expectations, yours or not) which you can meet more easily following your idea whether it works or not;
If you do have other ideas, and they are cool and everything but would require more work and—worse—are much less well-defined than your Big Idea;
If you wouldn’t have to depend on others (much) to follow exactly this one idea and you don’t feel like those others are really interested in working with you after all;
If your field of study (or whatever) is just built around… well, data… and there have been a few people you admire who went with their ideas instead of simply collecting observations...
then yeah, idea scarcity bites hard.