I learn by doing and making my own mistakes. It's through trial-and-error that I taught myself to design and code, which helped me build the first product that eventually lead to the establishment of WooThemes. That trial-and-error has accumulated millions of dollars in revenues since.
Similarly, everything I know today as an entrepreneur is down to getting my hands dirty and actually trying different things. Heck, for the biggest part of my journey in the past 6 years, it has felt that the only thing I'm learning is what not to be doing.
I've obviously also had help along the way though, where it hasn't been down to myself, having a DIY mindset or figuring things out through trial & error.
The best example I have of how I learnt from others is the Clarity call I had with Dan Martell about 3 months ago. The call lasted only 14 minutes & 45 seconds. It cost me $147.50.
That's probably the best money I've ever spent. That call influenced the strategy and roll-out of PublicBeta so much that it saved me about $25k in expenses and instead generated $4k in revenue (without having to build a product).
You can do the math of what the return was on that call. :)