You are standing perfectly still and then you take a step forward. Before the step your momentum was zero, but afterward you have some momentum. Is the principle of conservation of momentum violated in this case?

Explanation

Momentum conservation is not violated if we choose as our system the planet along with you. When you receive an impulse forward, the Earth receives the same size impulse backwards. The resulting acceleration of the Earth due to this impulse is much smaller than your acceleration forward, but the planet's backward momentum is equal in magnitude to your forward momentum.