If there's one key lesson that 14-time WWE World Heavyweight Champion "Triple H" has learned during his professional career, it's not to play it safe… but rather, do the opposite.

"Take risks. If you believe in yourself, if you believe in what you bring to the table, you believe in your product — take the risk," Paul Michael Levesque, better known by his ring name Triple H, told CNBC Tuesday, when asked about how budding entrepreneurs should approach the notion of becoming the "next big thing."