All innovation and change originates with an idea. But you probably don't want to go with your first one.

Instead, try your 25th.

That's one of the findings in "Originals: How Non-Conformists Move the World," a new book by Adam Grant. In the tome, the professor of management at the Wharton School of the University of Pennsylvania uses research and case studies of innovators to show readers what it takes to recognize an original idea — and what it takes to bring it to life.

During an interview with CNBC's "On the Money" Grant said his research shows that, contrary to popular belief, "originals" are not necessarily the crazy ones — like Bill Gates, who famously dropped out of college to start Microsoft — ready to drop everything to pursue an idea.

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"You don't have to be a round peg in a square hole to be original, Grant told CNBC. "In fact, many originals hate taking risks."

Grant added: "If you look at the data, entrepreneurs who avoid risk by saying, 'You know what, I'm going to keep my day job before I go all in' are 33 percent less likely to fail."

The author pointed to Phil Knight, who is the CEO of Nike. Knight spent years as an accountant and sold shoes out of the trunk of his car. "If he had gone all in right away, he would have felt a lot of pressure to say, 'I have to get this product to market,' " Grant said. "Instead he was able to work out this great athletic shoe and build out an extraordinary company."