It's one of those attributes of being an entrepreneur - the desire to start a company. Turning your ideas into something tangible and productive (among other things) drives this desire. As someone recently pointed out, having an idea and executing that idea are two very different things. I can't seem to find the recent blog post on this topic, but the post also pointed out that you may not be the best judge of whether your idea is good or bad. Great points.
I'd like to point out that many early entrepreneurs may not be adept at starting companies. (Ya think?) There are a lot of resources available (books, blogs, and communities). However, I think the best resource is to actually work for a start-up. If entrepreneurship is your chosen path, you would do well to join an existing early-stage company and observe what works, and what doesn't.
I'm not saying there aren't plenty of examples of young first-time founders out there. Certainly the media likes to feature the successful young entrepreneur, but they are the exception, not the rule.
So, if you're strong enough to admit that your idea isn't marketable or that you're not ready to go out on your own, be a student of entrepreneurship at an existing venture.