When I was a kid, I went to my dad and said, "My bike has a flat." He said, "Well fix it." I said, "I don't know how." He said, "Well learn." I had watched him do it, so I got the job done. A few weeks later, my older brother said to Dad, "My bike has a flat." He said, "Get your brother to do it."
The whole episode served two purposes - I learned that I could figure things out, and I was basically given permission to use the tools. I've been making things, fixing things, and figuring things out ever since.
At one point, I needed a small part made out of brass - might have been a piston for an SOSE. I laid the drill press down on it's back, stuck a piece of a brass valve stem in the chuck, fastened a carriage bolt to the table as a tool rest, put a piece of 1/4" HSS into a wooden handle and turned the piece the same way I would do wood turning.
A few years later, I got a brand new Taig micro-lathe, complete with all the accessories for metal. That got me going for a while. Then I moved up to the 'huge' mini-lathe. Wow! 7 x 12. A mini-mill followed a few months later. (Do you notice the acceleration?) Then welding - O/A, MIG, stick/TIG.
A year or two of that setup and I picked up a lightly-used ZX-25 mill/drill, then the Hercus lathe.
Pretty much all of my metal-working has been self-taught, with hints and tips being picked up from books and the internet, and, of course, from the guys on this forum. The main thing, as Dave has said, is to just do it. Make chips, make mistakes. Count your fingers at the end of the day.