The problem with ideas is that they are going to impose a narrative on the data. If you are not careful you can impose a false narrative by collecting the wrong data, after data collection you also have the same problem in that a false narrative can be imposed by selective interpretation of the data.

It can be the difference between:

'Can we get data to prove X?' and 'What is this data telling us?'

You said: 'Once you have the idea the next part is collecting the evidence to tell you its a good one.'

Often you are better to look for data that will prove your idea is a bad one - try to challenge your hypothesis rather than support it.