You need to talk to someone that you trust that can help you. A friend, a business partner, a consultant or the likes that you have worked with or that you have received good references on.

Before talking to someone you should do your own homework (writing it down as much as possible helps) so that you have a good idea of what your goals are, how committed you are to implementing your idea, your value proposition, uniqueness, competition, etc.

Talking to someone that understands the business or a professional will help you crystalize your thoughts and plan your next steps. 

There are several options - build a company around your idea, sell your idea to someone who will find value in it and implement it, patent it, and more. It all depends on many parameters that only you can answer and for this I suggest talking to a trusted adviser that has done this before.