Okay. So you've got an idea. You may/may not have characters or setting. But you've got an idea, and it's something that you're excited about.
There are many, many different type of writer out there. How they deal with an idea is going to be different. But, generally speaking, there is this line:
Discovery Writer <-------------------------------------------------------------->Plotter.
Most writers will fit somewhere along that line. It's an important line to be aware of, because in my mind, everyone should try both ends of the scale at least once.
A discovery writer (or pantser - I prefer the term discovery writer) will get an idea in their head, sit down, and just write. They won't plan out character backgrounds, or plot points, or worldbuild. They'll come up with all that as they go along. They will almost definitely have to do re-writes, because many things will pop up in the first draft that they haven't considered before.
The first time I wrote anything it was discovery written. I came up with major world building information 3/4 of the way through the book. I put that in, and kept going. I came back to it in the next draft, and wrote it into the story.
The problem with discovery writing is that (in my mind at least) you eventually have to take stock of your story. You've got to sit back, look at the pages, and decide what version you want to keep to. And then you've got to revise what you have to fit that version. Which is where both the fun, and the frustration begins.
Plotters - extensive plotters anyway, seem to come up with less drafts. I say seem because I've never been an extensive plotter. I've never had to come up with the characters, the turning points, the tension and so on before I start. These days I sit more to the middle of the line. I like to know who my characters are, what motivates them, and the world that I'm writing in. I also like to know the end, and work towards that.
Extensive plotters have use for mine maps, for post it notes, for index cards. The ways that a person can plan out a book is about as varied as there are people. I can't tell you what they do, or really offer advice to plotters, because I don't write extensive outlines. The closest I get is thinking extensively about the characters in my mind.
But I can talk about discovery writing. It is a lot of fun to discovery write, to be surprised by your characters. But eventually, one of two things will happen. You'll reach a point where you just don't know what comes next, or you finish the book, and realise that while you understand all of your draft, no-one else does.
To fix the first problem, I recommend identifying the promises you've made so far. For example, there is an idea "checkov's gun". The idea being that if you have a gun in your first scene, you better use it later on. Discovery writers can often figure out where their next peice is going by identifying the "guns" or promises that they've made in their writing. When you write, every description and character sets something up. If you get stuck, it's sometimes because you're not sure of what you've set up and where it's going to leave. If so, go and figure that out.
The second problem is solved through good beta readers and revision. It will be painful. There will be a lot of swearing and "how the hell don't they understand this?!" going on. Some people leave their draft alone for a while, then come back to it with fresh eyes. That's fine for prose, but when it comes to story and characters, my eyes are never fresh. My mind just fills in the blanks, whether it be 6 weeks between reads, or two years. It just doesn't happen.
I have tried plotting. It murders a story for me. But pure discovery writing is too hard - I enjoy it, but there are way too many drafts involved. So these days I generally hover somewhere in the middle of that line. I would recommend trying both at least once, if only for a chapter or so. Just to check what works.