Went to the gym, watched others, experimented, joined this forum & read other peoples posts on weight lifting. Watched a few videos. Started out on machines, then tried free weights and saw the difference the workout made. Love free weights.
I did it myself mainly, but after a while I got someone giving me a system to work to, so it became more obvious how ot match things up together and the basics of what works and what doesn't work.
i worry when about when you do it yourself is not bulding your muscles evenly especially if you don't know what your doing. that and of course injuring yourself because you don't know what your doing. I'm sure a lot of people started that way though.