What should be the first steps of protecting a startup 'idea'?

You should apply for a patent as soon as possible: 1) particularly if you want to show/demonstrate your software, you should not disclose it to third parties without first filing a patent application, even a provisional patent application; and 2) filing a provisional patent application effectively gets you into the patent office as soon as possible, and since, for example, the US is now a first-to-file country, as are most of the patent offices, the first-to-file is automatically the senior party, so if you delay, you may run the risk of someone else filing for the same/similar software. Provisional patent applications are usually less expensive than full-blow non-provisional patent applications, but you need to consult a patent professional in order to truly understand all of your options, risks, costs, and the like.