Sheryl Sandberg

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"I think it really was about getting on a rocket ship," Sheryl Sandberg said. Kimberly White/Getty

Sheryl Sandberg knows something about success.

She joined Facebook as COO in 2008, at 38, after spending seven years at Google. In 2013, she published "Lean In," her best-selling book of advice for working women.

In an episode of Business Insider's podcast, "Success! How I Did It," Sandberg spoke with Business Insider US Editor-in-Chief Alyson Shontell about her second book, "Option B," written with Adam Grant, which details her experience working through her grief after her husband's sudden death in May 2015.

Along with insight on how to build resilience and help a loved one through a difficult time, Sandberg spoke to Shontell about how she became a best-selling author and executive at one of the world's most famous companies.

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"What were the steps you made in your 20s to make yourself able to succeed so much by your 30s?" Shontell said.

"I think it really was about getting on a rocket ship, being willing to take risks and do something that I hadn't done before like work in technology, and finding the ways to start believing in myself," Sandberg replied.

She also pointed to "Lean In" circles, the in-person support structures created by her first book. She said that at the moment, there are 33,000 circles worldwide, and that number increases by almost 100 weekly.

"One thing that's worth thinking about, if you're in your 20s and you're a woman, particularly, but we have men too, are 'Lean In' circles," she said. "We hear over and over again how much they work because they give women an explicit place to be ambitious and to support each other. None of us get through anything alone.

"I'm a big believer that we have to commit to things and make them a regular habit in order to make them work. An explicit place, particularly for women, to dream big is really important."

Listen to the full podcast interview: