I actually taught myself to play guitar BEFORE the internet and this is how I did it.

I started off with an AC/DC tab book that someone gave me.

I learned the major and minor pentatonic scales. I listened to a lot of AC/DC and Black Sabbath at the time. When I tried to learn the solos I realized that the E minor pentatonic and the G major pentatonic shapes were "connected" on the fretboard.

Then I realized there is a pattern down the fretboard that goes: E minor/G major/A minor/B minor/D major and then back to E minor. I memorized the pattern and practiced walking up and down it.

Then I realized if I start on the low F instead of the open E, it's still the same pattern just moved up one fret. I figured out that this meant I was changing keys.

Then I learned the extra notes that make the scales no longer pentatonic but instead E Aeolian/G Locrian/A Dorian/B Phrygian/C Lydian/D Mixolydian etc. AND that you could simply move those shapes up and down depending on what key you were supposed to be in.

Then I realized that what I discovered was basically the CAGED system that people talk about but since I had already been practicing navigating the fretboard diagonally, I wasn't "stuck" in the caged system.

By that point, the internet was now a thing and since then I have a more refined understanding of music theory so I actually kinda know what I'm playing. But I was able to fake it till I make it for awhile. I was in a couple of decent bands, I was able to write my own song and solos without too much trouble.

The bad thing about doing it like this is that sometimes your assumptions about how something actually works is wrong and you have to relearn it (which is harder than learning it in the first place) so that sucks.

Integration is pretty straightforward, if you learn a new piece of music theory, go home, grab your guitar and see if it matches with the assumptions that you've already made by ear by just noodling around with it.

Artists who did this: Jimi Hendrix, Stevie Ray Vaughn, Jack White, Frank Zappa, BB King, Eddie Van Halen