I learnt how to code on my own. Which is a funny expression because I had help from hundreds or thousands of people I have never met.
Back then I learnt with documentation and people sharing experimental projects. Nowadays there are platforms where you can learn in a structured manner. But some aspects of learning on your own have not changed.
You will not have a support system. It will take you longer to progress, and you can end up lacking in some fundamental parts of your knowledge. It will also be harder to fit in the job market where positions are created around formal training.
This also means you can make your own path, adapt your learning to your needs, and also learn more in-depth about what you are passionate about. And you can be so unique in your expertise that you will have positions created around you.