You can go it alone, but why? We all need help and guidance. You need to have people to go to with questions, to bounce ideas off of and to sound out ideas. It may be a mentor, a friend, a co-worker, well you get the idea. The key is to have one or more people who you trust to advise you and who you will listen to and consider what they say.  

You are thinking that is obvious. But is it? Think about who this may be in your life. Do they advise you and take positions that don't always agree with you?  Because that is who you want.  You want someone who is honest with you and tells you what they really think.  

And while I indicate to heed that advice, maybe the better instruction is to listen well, consider the advice and then decide how to proceed. That is why you need to seek out advice from people you trust, will listen to,  respect. Sometimes this means speaking with more than one person to obtain different perspectives on the same idea or issue.  

If you do not have these people in your life, start by finding one. Look to your friends and acquaintances, competitors, professionals. Who you should be seeking out depends on you and your needs. But if you find one or more of these people it will help you work through thoughts, ideas, issues, etc. better.  

Give it a try and you will see!