The essence of learning philosophy is dialogue; and this just doesn't mean a sympathetic ear or an encouraging friend; but someone who can challenge your own readings, to go 'through them, and over them' as Wittgenstein said in the Tractatus.
Its one reason why Platos philosophy took the form of the dialogue - to show the dialectic of philosophical thought in action; one sees a similar vision of philosophical pedagogy in the Analects of Confucious; it's why when one looks at the etymology of the Upanishads that one finds it means to sit down (nishad) close (upa) - and that not to each other, but to someone who knows - a master or guru; in a sense one has to be initiated into knowing, into a tradition.
Perhaps a comparison would be useful; would you advise a friend who decides he wants to be a doctor to avoid medical school? Or a would be sculptor from working in the studio of a master sculptor? One learns a trade from those plying said trade; and philosophy in this way is no different; except of course there is far fewer plying philosophy.
I wouldn't say that auto-didactism is doomed to failure; but it may be taking a very long and winding route; that could be made shorter if not easier; generally self-pedagogical problems tend to be lack of breadth skewed and unjustified readings and irrelevant minutiae.
Philosophy is not an 'I-It' relationship but an 'I-Thou' relationship: throughout the Tractatus, Wittgenstein retains the objective tone proper to his discourse - the discourse of logic; at the end though, he reveals himself when he remarks when the reader has understood him; and that could be taken to be another end of philosophy: know thy-self and not by introspection or rather by introspection through reflection and refraction through the substance of another.