I remember that feeling from my early days in fandom (in the '90s), and it took me a long time to overcome it. I did that partially through focusing upon fandoms where there is not a great deal to know (in my case, video game fandoms), but I also changed my attitude to remind myself that canon compliance is not the be-all and end-all of a story. More often than not, a quick note at the top stating what you do and do not know is enough. My opinion: Do not lose your idea and inspiration in a morass of research.