when you have ideas , what you will do?

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Many ideas strick me everyday. Sometime I write down them ,but most of time I drop them . When I have time to think those ideas , I begin to realize them ,but soon I find it is difficult to archieve . I donont know what to do next? Persist in or drop ? Also a problem , most time I find myself so unconfident. Usually ,I am very depressed . Tell me when you have a idea, what you do usually? Give me the frank answer!