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Self teaching is all well and good, and I long ago learned without a formal class, but informally instructed by some experienced sailors. But the problem with just getting on the boat and trying it is that there are some risks you are taking that you will not understand. Just because something works three times in a row, doesn't mean it can't kill you in slightly different conditions. For example, casually sailing downwind seems easy enough, but you are a lot better learning about accidental jibes from an instructor or a book or a skipper who knows what he is doing, than having a large piece of aluminum make its point on the upside of your head.
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