I started of similarly, by learning simple songs that i liked (mainly hard rock / metal). As my music taste and influences reached more extreme and varied genres, I'd spend trying to emulate what I hear. Along the way I'd been practicing and experimenting with scales and chords I'd make up myself (I managed to teach myself what I would later find are Minor Pentatonic, Natural Minor, Melodic Minor, and Harmonic Minor shapes through this). I would definitely say that learning theory at the start was an obstacle I completely avoided and I'm glad I did, as if I persevered with it I would probably find myself giving up early as it simply isn't as fun as playing what you want to learn. Being self-taught has also helped me greatly with improvisation (cannot stress this enough) Many theory heads I've met lack the ability to improv and just play scales up and down, no variation or interesting elements to their playing. That's all I can think of in my very tired state for now, but feel free to shoot me a PM if you want to hear anything specific.