If you ever end up in court over your invention, you need conclusive evidence of when you thought of your idea. In the United States the rightful owner of a patent is the one who thought of it first, not the one who patented it first. So you must be able to prove when you thought of it.
One way to protect your idea is to write down your idea as simply and plainly as you can, and then have three or four credible non-relatives witness your document stating that they understand the invention and dating their signature.

It's usually a good idea to include drawings or sketches as well. In the future, if there is any dispute as to when you came up with your idea, you have witnesses that can testify in court, as to when you showed them your idea. Proof positive is what you need.

You might want to consider writing it in an approved inventor's journal - a book specially designed with numbered pages so that it is difficult to add information later. There are numerous sources, just search the internet for them. It his harder at least in theory to later alter the contents of the journal, making it better evidence when in court.

Once you've established the date that you thought of your idea, you have to follow a few simple rules to avoid losing your protection. If you do not do anything to develop your idea within one year, then your idea becomes part of the public domain and you lose your right to obtain a patent. So keep a file where you can put notes, receipts, etc. in, and at least do something that leaves a paper record you can file away in case you end up in court someday. Be able to prove in court that more than a year never passed that you did not in some way work on the idea.

If you disclose your idea in a publication like a newspaper or magazine, that starts a one year period in which you must file a patent, or you lose your right to file.

Just because you have never seen your idea in a store doesn't mean it's patentable or marketable. According to the patent office, less than 3% of issued patents ever make it to the marketplace. It’s quite possible your idea was invented but for any number of reasons was never marketed. If an invention has ever existed, anywhere, at any time, created by any person, you can't patent it - it's already been invented! And the U.S. Patent office searches world wide when they process your patent application.

You can do your own patent search using several online resources, but if you have determined that you have a viable and marketable invention, I would recommend that you hire a competent patent attorney to have a professional prior-art patent search done, to make sure your idea hasn't already been thought of, wasting your valuable time and money.

I’ve tried doing patent searches on my own, and I was stunned when I saw the results a real patent examiner found. They are professionals and they know what they are doing.

Be careful of patent clubs and organizations that provide discount patent services. Any patent search needs to include a world wide search, because that is what the patent office does.