One can easily write a whole book on this topic. 😊

Personally, I‘ve discovered the following. When I have an idea, no matter how much I validate it, in practice, once I launch, the results turn out quite different.

That‘s why, I strip the idea so much that my product is basically only one key feature from the set of features I would‘ve ideally launched. That feature should be the game-changer in the niche I‘m trying to conquer.

I know this doesn't directly answer your question how to validate an idea, but to minimize risk, my product approach is always: strip down features until it hurts, and then strip some more.

Then the validation becomes easier because you are validating a feature that, if successful, you can built your whole product around it later on.

Hope this minimalistic approach makes sense.