I taught myself listening to records by the Stones, Beatles, Kinks, Animals etc, then moved on to Stax, Atlantic, Fame etc. Playing all the 45's at 33 so I could get the lines.
While I was playing along to records I bought lots of sheet music and taught myself to read. My school band was a blues, soul and jazz band and the brass section used to bring parts to rehearsals, so my reading chops were pretty good by the time I left school. Sadly hardly ever used since.
After 50+ years, I finally had some lessons, with Ian King. A great player and he learnt this old dog some great new tricks. Also made me realise how much better a player I could have been if I carried on with the reading and musical theory.