'위험을 무릅쓰다'는

위험을 조심하거나 피하는 게 아니라,

위험을 받아들이고, 참고 견딘다는 뜻이에요.

It means to take risks, not avoid them.

So the sentence you mentioned means that sometimes you need to take risks to be a great writer(and to write great stories).