That depends on the domain. For technical skills where rapid feedback is required during performance, coaching is critical and even reviewing video of yourself immediately after the fact is much worse. For non-technical things where skill involves knowing the correct combination of simpler actions to take to achieve a complex objective, coaching is helpful but not required.

Nobody is going to succeed at gymnastics without a coach, but you can totally reach a high level in a game like chess just by reviewing your games afterwards, reading theory and studying the games of past masters.