I support this wholeheartedly. A good mentor is absolutely critical.

I think "always" is too strong a word. That's not necessarily true. I think it's more accurate to say that it's far harder to master the concepts yourself and you'll have a better chance of mastering it by learning from another expert but I see no reason why you can't master these things yourself. As long as you don't try to jump ahead and make sure you teach yourself in a logical, stepwise fashion from concepts to fundamental implementations, to working with implementing multiple concepts at once and beyond then you'll be okay.

I think what gives the person with a teacher the advantage is the structure of the lessons. People, especially newbie coders, want to build Facebook on day 1 and they're crazy enough to actually attempt it! A person who can control that impulse will fare just as well as someone with a mentor I think. You can take a million baby steps and accomplish great things or you can take one giant leap and fall flat on your face.