Sure, some individuals can have a more noticeable effect. Look at world leaders who, with just the stroke of a pen, can initiate a global war. Look at various inventors who made changes in lifestyles around the globe. Thing is, we all change the world. Ever heard of the butterfly effect where a butterfly flapping it's wings in one country starts a chain reaction that changes the weather in another country. Well, we each are that butterfly every day. Our interaction with each other and our environment begin chain reactions constantly. Example: I wrote this. Now, not only do I have less time to do other things but so do you because you read it. That causes a chain reaction in both our lives, the lives we would have otherwise interacted with, and so on.
Napoleon is the single historical example that birthed the Great Man theory. Numerous prior factors may have set the stage for him, but once he was in the spotlight the show was his.
His brilliant unprecedented tactics and command allowed him to defeat numerous countries all allied against France and against overwhelming numbers each time. No other military commander at the time could have done what he did.
France would never have come as far as it did without Napoleon. Without his legendary victories against the invading monarchies, the Monarchical powers would have defeated France early on and imposed a kingship upon it again.
Napoleon is the reason France is a republic today.
One person can start the chain reaction by others liking the idea and following, without that one person to think about the idea and say so, others may not think of the idea and wouldn't follow it. That one person saying the idea would bring it up so it does go into the other's minds so if they think the idea is good, one person could change the world, even in a small way.
... But you can't make the mountain or the snow appear. One person can rarely do anything on their own, they need support. You cannot win a war with one man, you need an army. If you are alone you cannot force others to join you and even if you could that wouldn't be just you anymore.
So one man can affect the world but not change it, make sense?