What's a word for "a person who strives to be unique"? [closed]

The word iconoclast means someone who breaks (with) outmoded traditions. It doesn't specifically denote a risk-taker, but it does have those connotations. By its origins, it denotes a social reformer, but it's most often used now just to indicate someone who refuses to (as you indicated) follow in the footsteps of others.

Iconoclast: a person who criticizes or opposes beliefs and practices that are widely accepted.
http://www.merriam-webster.com/dictionary/iconoclast

The word comes from those who literally broke "icons" or religious images, out of the belief that they were superstitious and/or idolatrous.

A frequently used noun would be "Trailblazer" - owing to the concept of the first person to enter an unknown, potentially risky area. The term is used in nearly any application where innovation, and a fearless disregard for conventional wisdom are involved , i.e. Medicine, Technology, Sports, etc.

Example: "Dr. DeBakey was considered by most to be a true trailblazer, a pioneer in Cardiac surgeries"