Everyone has different learning styles, but I am the type of person who likes to dive in and do it my own way. For my first oil painting, aside from following the "thick over thin" principle I had read about, I pretty much just threw a set of paints haphazardly onto a palette and started painting using a few brushes I had on hand. Yes, I had read about the different types of whites, about pre-mixing colors on the palette before beginning, and how one must have a full array of brushes to complete a successful painting, but I found all of the advice to be overwhelming and often contradictory, and I decided that I would learn the best from actually trying it myself.
Aside from the thick over thin principle, What I learned from this experience is that it actually is quite helpful to premix some colors that you know you will be using, though I don't exactly follow any prescribed methods, and my palette seems to change a little each time I mix the paints. Had I followed someone else's palette and methods exactly from the beginning the process might have been easier, but I think that the lesson would have less meaning to me.
Now, working on a piece smaller in scale on Pastelbord (work in progress shown below), I am learning the value in having more sizes and types of brushes, as I struggle to get thin lines and fine textures.
Occasionally I find that following my own instincts is very helpful in developing my own techniques and style. But other times (and perhaps more often) my mistakes help me to really learn the value of the lessons and advice given by seasoned painters. So I continue on, happily learning and growing from my mistakes.