What kind of kidney? I tried pig's kidney once - never again. Like something died last week in the public lavatory. But lamb's kidney is delicious even without the soaking.
Also, you are meant to 'core' the kidney, removing the solid white mass from the centre - hm, I expect you know what that's called. I've never tried that part, but I assume the wee flavour would be concentrated there.
The first few minutes of this give you a nice, clear illustration of how to prepare lamb's kidneys: