Agency is the capacity to act. More subtly: An individual’s life can continue, with a certain inertia, that will lead them on to the next year or decade. Most people today more-or-less know what they are going to be doing for the first twenty-or-more years of their life—being in some kind of school (the “doing” is almost more “being told what to do”). Beyond that age there is of course the proverbial worker, in modern stories usually an office worker, who is often so inert that he becomes blindsided by a sudden yank of reality (that forces him out of his inertia, and in doing so the story begins).
Gaining agency is gaining the capacity to do something differently from, or in addition to, the events that simply happen to you. Most famous people go off-script early, usually in more than one way. Carnegie becoming a message boy is one opportunity, asking how to operate the telegraph is another. Da Vinci had plenty of small-time commissions, but he quit them in favor of offering his services to the Duke of Milan. And of course no one has to write a book, or start a company. But imagine instead if Carnegie or Da Vinci were compelled to stay in school for ten more years instead. What would have happened?