Well, it depends on
a) what you want to study
b) whether you need a formal qualification for further studies or finding a job
c) your presonality and ability to learn on your own vs being part of a course
d) your budget
if you want to study a degree, obviously, self study won't be valued when you try to apply for a job.
For languages it is good to have practical experience through a website like thisl.
There are wonderful online courses, which can't replace self tuition, but they come at a price. Self tuition is free!
If you want to study something complex, guidance through a formal course might be more helpful, but there are always special individuals who manage to teach themselves EVERYTHING alone.
If you are diciplined or clever then maybe you can learn by yourself, if not a course might help you to stay focused.