A new start -up idea but i am public sector (LG) and dont know where to start? HELP?

Currently a Public Sector bod, but am currently studying an MSc in Finance to get the hell out.

I have an idea for creating a business to operate within the peer-to-peer lending industry providing market intelligence and advice to both investors and borrowers.

The concept is being reserached but i have no idea where to start in terms of actually talking to someone who a) doesnt want money b) is going to fob me off.

I am very confident that the busienss could take off but need someone to bounce ideas off and generally where to start.

Currently based in Midlands