Learning by yourself is (on average) significantly harder. Some people can do it and succeed, but it's very easy to learn bad habits if no one is talking you out of them, to focus on the "fun" parts to the detriment of important but tedious parts, and so on. Far more people who attempt to be "self taught" fail than become incredibly successful.

You can have bad mentors/seniors, but looking for people to learn from and bounce ideas off is always a good idea.