Randi Zuckerberg: People thought joining Facebook was a mistake

Years before Facebook became the $334 billion social media titan it is today, it was just another start-up in California — one that people told Randi Zuckerberg she was crazy for joining.

"It's funny because when I left corporate America to go to Facebook, people took me aside and said, 'Don't do it. You're throwing away your career. You're making a terrible decision,'" she said.

Rather than follow their advice, Randi went with her gut and left a job at Ogilvy & Mather to lead the marketing team at Facebook, founded by her brother, Mark.

"I just thought, 'You know, my gut is telling me I have to do this,'" she told CNBC.

She said it's the same feeling she got when she made the tough decision to leave the social networking site. At the time, she was frequently speaking to groups and urging women to start their own companies.

"[I] wasn't practicing what I was preaching," said Zuckerberg, 34. "I was still working for someone else at a bigger company. Ultimately I thought I have to be part of the solution, and I have to walk the walk."

Early on, she made mistakes, such as wanting to be involved in every detail.

"All you end up doing is slowing things down. You hire smart people around you for a reason. You hire them to be smart and trust them to do their job," she said.

One of the biggest challenges she's faced so far is trying to find balance. Being the boss means there's never a weekend off. Knowing this, she said she aims to be "well-lopsided" rather than "well-balanced."

Her biggest passion currently is encouraging fellow women to take the plunge and begin their own businesses as she has with social media firm Zuckerberg Media, which she founded in 2011.

That's a role she is building on in the new Oxygen television series called, "Quit Your Day Job," where she serves as an on-air mentor and investor.

Digging into more detail, she gave three tips for women:

Use data not emotions

Especially when asking for a raise, it's crucial for women to share statistics and facts to show they deserve it, she said.

Go ahead — brag about yourself!

"Women often — they don't feel comfortable touting their own success, but a man walking into a room, the first thing they're going to tell me in a pitch is how awesome they are and why I should invest in them."

So if women are not acting as guys do, they are really selling themselves short in getting investment.

Surround yourself with people who will be honest with you

"It's a difficult journey to be an entrepreneur, and no one can do it alone," she said.