When first prototyping a new board game idea - how do you start?
This may be too niche of an "answer" but I occasionally go to a Beer &amp; Board Games event at a local pub where people in the group bring their games and it's like there's a mini board game library running for the night.

Anyhow, sometimes someone shows up with a "prototype" game and advertises that he's developing his board game and would like to play test it. It's basically small scale closed beta testing to help test and polish game mechanics. It also helps that he can rotate through pools of play testers rather than reuse the same group each time.

So basically, get your game into a "sort of playable" state and take it out to board game events or get friends to come play it then iterate based on how that goes. What you change and why is, of course, the tricky part. :p

Also, don't worry about NDAs or people "stealing your idea"... you have more important things to focus on.