There is a great quote from Larry Page of Google about pursuing a big idea:
I think it is often easier to make progress on mega-ambitious dreams. I know that sounds completely nuts. But, since no one else is crazy enough to do it, you have little competition. There are so few people this crazy that I feel like I know them all by first name. They all travel as if they are pack dogs and stick to each other like glue. The best people want to work the big challenges. That is what happened with Google. Our mission is to organize the world's information and make it universally accessible and useful. How can that not get you excited? But we almost didn't start Google because my co-founder Sergey and I were too worried about dropping out of our Ph.D. program. You are probably on the right track if you feel like a sidewalk worm during a rainstorm! That is about how we felt after we maxed out three credit cards buying hard disks off the back of a truck. That was the first hardware for Google. Parents and friends: more credit cards always help. What is the one sentence summary of how you change the world? Always work hard on something uncomfortably exciting!
The whole transript of the talk is available here.