Alex Honnold spends many of his days attached to the side of a cliff. His only equipment: his shoes and a bag of chalk. At 30, Mr. Honnold is one of the most famous climbers in the world, especially known for “free soloing”—climbs in which he scales sometimes over 2,000 feet of rock face alone, without the help of equipment, ropes or a partner.

This month, he is releasing a book about his life called “Alone on the Wall,” co-written with his friend David Roberts. In it, he describes how he went from being a teenage climbing...