Slash learned all by himself. Thats not to say that since slash did it, we can all do it. Everybody is different, if lessons are working for you put it on the side and do other things....just play songs and you will learn that way. Its important though to have some feedback. I believe a good mix of both would be best.

Being someone who has been self taught, the only thing i regret is someone who could give me feedback to make the process faster, but hey, thats why we have the great people here at Guitar tricks! :D .

Finally advice, its about fun and exploration of your skills, but without fun its nothing.