For me I've found that just by doing something is better than nothing. I wanted to get started when I was younger but lacked $$ and a place to train/ I would train alone, but when I first started learning formally, it really showed as I had the mind for what they are teaching and picked it up fairly quick. Best thing is learning directly from an master/instructor, next best thing is finding a training partner and some good training videos. Just by observation and practice you can pick up quite a bit. In Krav Maga, they just jump into the hitting pads and practicing the techniques as real as possible. It's different than TKD or Kung Fu, where they want to train the movements first (kicks/punches). But so just by beginning and training as close to reality as possible you will see quick progress. And then when better opportunities come up of where you can train, you can jump in and get started.