What if you have a good job, but you know there's something else you should be doing with your life?

At 14, Mike Lewis was growing up in California, dreaming of playing squash professionally. Ten years later, however, he was working in finance at Bain Capital. It was there that he realized the "voice in my head was never going away"—and it was telling him to become a professional athlete.

"The squash tour is not well known, but you can circle the globe playing it. And I thought at some point, 'I'm going to do this,'" the author told CNBC's On The Money in an interview recently.

"The trouble is there's no knock at the door, no one's going to come in and say, now you can go chase your dream," he added, so he decided to "reach out to other people who had left something comfortable to go do what they cared about."

Lewis told CNBC he first "cold called" a woman who left a Wall Street analyst job and cycled for the U.S. Olympic team just three years later, to learn her story.

After finding and talking to others who took a professional risk for a personal reward, he made his own jump: He quit his job and successfully played 18 months internationally on the squash circuit.

During that time, Lewis tells CNBC he kept finding and compiling stories "from every type of person, single parents to millennials to immigrants to baby boomers." The result is his new book "When to Jump: If the Job You Have Isn't the Life You Want."