Can you learn a musical instrument by yourself?

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I ever listened to a very nice music and later I found it was played by the ocarina. Then I like this musical instrument and I even learned it by myself. First, this is an easy musical instrument. You can just play it by pressing the right holes. And the sheets will show you how to press them. It is just like tying the words from a keyboard. Second, I also watched some videos about playing the ocarina and this is how I improved my skills to play it better.