Icarus

In order to fly too close to the sun, you gotta actually fly in the first place. Say what you want about his brains: Icarus had a hell of a time before he bit the dust.

Having ambitious goals is dangerous. Do too much too quickly and you burn out, injure yourself, and quit your path out of frustration. That said, though, if you're too worried about falling, then you'll never really fly.

(It's also important to remember that Icarus didn't build his wings-- his father did. His father also lived to tell the tale, and probably would have had a ton of fun if he didn't have to watch his son impersonate a meteor. Daedulus is a far more admirable figure.)