Arnold knew he could build a world class physique, he didn't have to hope or dream to, he knew he had the genetics (and whatever) to do it. From there it's a big leap to the movies.. that was less probable in a lot of ways but by then he had a relatively large following. So it was less of a financial gamble for Hollywood to put him in a movie. Watch the scene in Pumping Iron outtakes I think, he is with Joe Weider at the Hollywood agent's office, and the agent says well what you have going for you is your existing fan base.