The simple question to ask is, when you go home, what do you do? If the answer is learn how to sew or work on your project car you've had for 10 months, you can probably learn on your own. If your answer is watch TV, play video games, go on a walk - then you can't, and you should go to university. Some people have told me this question is unfair. I mean, they're so tired from work, of course they want to relax. Well, guess what - your life doesn't stop if you're learning how to code on your own or whatever. If that's all it takes for you to not do it, then you don't have what it takes.
How often are people picking up new and complex skills that takes years to get the hang of? Almost never. So there you go, most people require a formal, structured education to pull that off.