Ask HN: How does one prototype a physical product?

I have an idea for a product I want to prototype. It's a physical object, sort of like a plastic toy. It doesn't have a microprocessor or any electronics for that matter. Unfortunately, my background is in software, and I don't know zilch about industrial or mechanical engineering, especially when it comes to plastic manufacturing (unless you consider playing with legos as a kid relevant experience).

Where do I start? Any pointers will be greatly appreciated.