In the first installment of CNBC Make It's new interview series with female leaders, "Two Questions with Adam Bryant," I sat down with SoulCycle CEO Melanie Whelan. Whelan's career has long been on a sharp trajectory, with stops at Starwood Hotels, Virgin USA and Equinox before becoming SoulCycle's chief operating officer in 2012. She took on the CEO role in 2015 and is now driving the fitness chain's global expansion into new markets and lines of business beyond the bike, including SoulAnnex, a new exercise studio. At SoulCycle's headquarters in New York's West Village, we talked about how she navigated some of the challenges that women in business invariably face, and her best advice for other women.

Melanie Whelan, CEO of SoulCycle. Source: SoulCycle

A key early influence in Whelan's life was going to an all-girl's school. "We were raised to see ourselves as anything that we wanted to be," she said. "I was used to raising my hand and always having a voice at the table and feeling confident in myself because I was surrounded with a group of women for 12 years." That all came crashing down in college, where she studied engineering. She suddenly found she was one of only 10 women in a class of 150 men, who spoke faster and seemed more on the edge of their seat to jump into the conversation. "The first headwind I faced was in my own head," she said. "I learned pretty quickly in college that women needed to have a really clear voice and to know their material and to speak strongly. It can be loud out there in terms of voices that are trying to either make you not have a seat at the table or devalue your perspective." That experience, and a lesson from one of her instructors, set her up well for her career. "One of my professors taught me to always have my answers," she said. Being prepared and having a point of view made conversations easier and more straightforward.

(L-R) SoulCycle Co-Founder Julie Rice, instructors Charlee Akins and Marvin Foster, CEO Melanie Whelan, instructor Emily Turner, and Co-Founder Elizabeth Cutler attend the SoulCycle x Target Launch Event on January 14, 2016 in New York City. Getty Images