Yes, you should pursue your ideas. As long as you stick to your ideas themselves, why you think they are important, and you can rationalize why you want to do the work of pursuing them, you will be able continue pursuing them despite the uncountable noise, obstacles, temptation toward external validation, careerists, and non-believers you will meet along the way. Work with people who care about the ideas, rather than organizational structures such as hierarchy. If you are aligned and focused on the ideas, then you will be able to work through the social issues along the way by asking how you can resolve issues in a way that best supports the efforts towards the ideas.
To form a research lab, all you have to do is find an audience of people who think that your research is valuable. Back when I was at Carnegie Mellon University as an undergraduate, there were many researchers there but few who were doing research that seemed related to the work that I wished to do. While they were doing good work, the absense of my research interests did not preclude the fact that my research is just as real as their work. The secret is to find the community of people who are doing work that speaks to your interests. I've noticed that the value of any work is in the eye of the beholder, for instance a non-computer scientist might never fund algorithms research, no matter how important it would be. Simarly while many people do not fund game designing, there is a community of people who think that it is so worthwhile that they are willing to pay and support the efforts.
Apply for funding opportunities, even if their is a probability that you will not get it. I have discovered that it is not a waste of my lifetime to apply and receive rejection letters, because the process of applying helps me articulate and think through the goals that I am really trying to accomplish. I've found that the main reason that other people get their work funded is that they applied, whereas I felt that I was too busy learning. Sometimes applying for grants takes precedance over learning and working at particular points in one's life.