Elon Musk seems like the counterexample because he started with so much capital and credibility. But he was very obviously thinking steps from the start. Each one risky. Build engine. Build high end car. Buildlower end cars. Maybe then build parts for other manufacturers.
Most big goals are reached in steps. The more difficult and risky the goal the more steps there are and the bigger and riskier they are likely to be but they are still steps.
If your goal is building spaceships you could start by doing something useful with satellites as a step 1. This could be a kickstart-able sized undertaking.
https://www.google.ie/search?q=site:https://www.kickstarter....
Obviously if you are trying to push the boundaries of what a cold start startup can possibly achieve, you are going to find yourself on the difficult-impossible border region but that's the point, isn't it?