Some people really like having rules to follow. Others can handle a bit of ambiguity. And a very few are truly comfortable embracing the unknown. I've written before about hiring people with a growth mindset---curious people who are willing to experiment---but embracing the unknown goes a bit further.
"Established businesses often tackle known problems that require management, coordination, execution, and optimization. In contrast, entrepreneurial problems are unknown problems that require radical search, experimentation, and flexibility. Rather than a stable organization executing to maximize, a startup is a temporary organization designed to search for a repeatable business model."
Launching a start-up, or staffing a new initiative requires people who are very comfortable dealing with the unknown. Venture Capitalist Mark Suster, in his blog post "Whom Should You Hire at a Startup?" looks for "young Turks"---people who have something to prove :
"When you hit internal moments of doubt you need the team members who say, "Guys, we can do this! We’re up against the ropes but we’re not down. Let’s dig in." You need team members who do that when you’re NOT there. You need...mafia.
If you have a trade-off between somebody who is more talented but a "bad seed" versus somebody who is very talented (but perhaps less so) who is a motivator---I’d hire the latter any day of the week."
So how do you identify people who can handle ambiguity? (Hint: it's not on their resume). You will not get anywhere with the head-on approach: "Tell me about a time when you had to deal with ambiguity"---that's useless. Instead, I prefer a combination of three approaches:
During your interview sequence, ask a few deliberately ambiguous questions, and see if they clarify your question, or just blunder into their answer. Someone comfortable with ambiguity will be able to recognize it, and also be curious enough to clarify your question before answering it.
Make some aspect of your work sample testing deliberately ambiguous. (Please tell me you do work sample testing...right? It's often far more revealing than your interview). Again, you are looking for where they recognize and question their own assumptions.
Finally, look for a pattern of resilience in their background---of taking calculated risks and then taking responsibility for their results. Some people can't admit failure (or learn from it) and if you can't risk failure, you can't embrace the unknown. You can read more in my post "Hiring People with Resilience."