You could start learning about and experimenting with the basic concepts or technology which apply to your invention. Start at the simplest and most basic level possible. This strategy makes problems much easier to identify and fix. Make small, incremental changes until the prototype functions as you expect.
If there's one significant problem you can identify with building it, start with that. For instance, if you're building a Star Trek transporter, start by making a molecular assembler.
...and please, please test it only on nonliving objects first!