One famous multi-instrumentalist told one famous saxophonist, who then passed it on to his students:
"You should listen to more music than you play."
While this sounds odd, it feels right. Unless you can listen and feel as well as understand the story told by the music you want to play, it will be hard to tell your own version of that story. This is true of any idiom, and any genre. There are a lot of great lessons on the Internet, but there are also a lot of videos about what makes a particular piece of music or musician great. For example, there is at least one series that explains why the teacher thinks the ten saxophonists he chose are among the best. Although these are subjective, and comments are always "why didn't you include (player x) in your list", those comments are missing the point. Listening to signature elements of a great player are one of the richest sources of musical knowledge that you can apply to your voyage in music.
Yes, learning the mechanicals of an instrument and music theory are the base of mastering it, but a deep understanding of why you like someone's playing regardless of instrument or genre, can be very helpful in developing your own talent.