Developing an idea is wonderful. Best thing, it often happens while you do other stuff. Taking a shower, washing the dishes, going for a run. In my experience, the better the idea, the more details will come to me while I'm busy.
The tricky part is to commit all the little details to memory. Nothing is more annoying than the memory of a great new aspect of your story when you can't actually remember anymore what exactly said aspect was.
Whenever my muse hurls another bit of story my way, I make sure I turn it over in my mind, replay it and know where it fits in. Sometimes I repeat it a few times just to make sure it's been committed to memory. And as soon as I can, I write it down, thus building the story bit by bit. Wonderful, wonderful.