For example, I have an idea that would use the NFL name, teams, and players. I am not sure if I should contact the NFL, a Patent Lawyer, or what first step I should take.
If you intend to use any of the names or insignia associated with the National Football League, you will need to obtain permission of the NFL and any other trademark/copyright owners.
Begin with the assumption that all such names and insignia are subject to copyright and/or trademark protection. Unauthorized use of such material can expose you to legal action for infringement. There can also be legal issues regarding the use of player’s names and likenesses depending on the particulars of your concept.
As for your invention idea, you should consult a patent agency such as InventHelp, or a a patent attorney to determine if the “idea” is an invention (an article, device, composition, process for making, and method of use) that might be patentable.
A patentable invention must be useful, and new (novel) and not predictably derivable (non-obvious) from similar inventions in the prior art. The use of a name and other trademark of the NFL or its teams and players typically requires obtaining a trademark or copyright license, or both, from the NFL as shown in https://blog.chron.com/frugalconfessions/2020/03/how-much-can-you-make-from-patenting-your-idea/ post.
The NFL uses a fairly standard game-plan, so to speak, for responding to a request for a license under its trademarks and copyrights for use on marketed products. You should consult a patent or trademark attorney to ensure you comply with the NFL’s requirements.
You will need NFL permission and that will involve some expense. You are best advised to work with a patent lawyer on the patent, and for most people it would probably make sense to approach the NFL using your legal counsel.