Honestly, it's something I've had to relearn. I got so used to reading academic sources and theory, and then realising later I hadn't properly grokked the information fully. It's taken me a long time to realise I should just start by digging in and using the sources as references when need-be.
The last paragraph of your comment is absolutely how it feels.
I found this holds true for me with many things, not just music or any arts in general. That’s how it worked for me with learning computer science as well. I found that lecture slides and book chapters were waaaaay more useful for me after i attempted the relevant homework assignments and experimented on my won, as opposed to the other way around, where i just read a bunch of theory concepts without much context or immediate useful application.
Reading after attempting and experimenting felt like i was filling out the missing gaps of a puzzle piece, as opposed to completing a puzzle piece sequentially, starting with the top left corner and going left to right and then top to bottom.