Not every idea is a keeper. Sometimes you just need to move on. One reason I love the speed of Factory Week—it is easier to give up on ideas that aren't moving toward something.
I love ideas. In Myers-Briggs, I'm about as P as you can get, which means I love staying in exploration. The practices we've honed (time blocking, quick and dirty paper wireframes) during Factory Weeks and other sprints help me snap out of that la-la land of daydreaming and brainstorming to something more focused. To moving quickly, to being open to evolution, and also to let go.
At Midwest UX late in 2014, I saw a Simon King from IDEO talking about their platform noam. One of the key points was to have:
strong ideas, loosely held.
I can't think of better adivce to apply to Factory Week, or working in any type of sprint.