This is a good point, and is one of the biggest pain points in self-study vs being taught by in school/expert, or having access to the collective intelligence o

This is a good point, and is one of the biggest pain points in self-study vs being taught by in school/expert, or having access to the collective intelligence of fellow students. The best way to combat this is to be smart about using whatever resources available to get an expert to help you. Post questions on sites like mathoverflow/stackoverflow, and be persistent. You could waste time spending weeks on a single problem that someone with experience can solve in seconds. Personally, this is why I don't like self-study on it's own. If you can form a study group, do a part-time degree or find some other method to ensure that you don't go down costly rabbit-holes, you should. The gains in efficiency will be worth it.