Some ideas aren't feasible at one time or another. I would say never abandon your best idea, and always work towards it - but if you can't work on it presently - no need to just sit around and wait.
There is value in starting on any idea that you have and working hard on it because often you get inspired while working and a better idea will present itself. Then you can choose to integrate that idea into what you are working on or drop what you are doing switch to the better idea.