First, you don't need to have a company initially. A company, like any other asset, is a first and foremost a liability (time/money/focus). You can legally perform almost any work as a sole trader with your personal name in most jurisdictions. Do that first. There is no legal reason you can't later assign the IP/assets to a company, when that makes sense.
Second, realise that you may fail and that the journey may take far longer than you hope. Therefore, make sure you have adequate resources. If you are highly motivated, it can be a good move to maintain another income while you work on the idea. If you are lucky enough to have a supporting partner, friend or family member that may similarly help. That way there is a lot less stress as you are unlikely to run dry.
Also keep in mind there are numerous viable sources non-equity based financing. These include commercial bank loans and trade financing (accessible once you are cashflow positive, but if you do this you probably want to register a company ASAP), vendor financing (deferred payment plans on anything you buy for the business from the seller), non-secured loans (credit cards, etc.), crowd funding, etc. All have their drawbacks, but none are ultimately as expensive as equity based financing (the worst option) if you do eventually reach scale.