I was going to just write a vague comment that many of the world's best painters, musicians and film makers have studied before they became great, and cherry picking a few who haven't doesn't prove otherwise. But actually I remembered Van Gogh already is the opposite example than you think.

Van Gogh: "He traveled to Brussels later in the year, to follow Theo's recommendation that he study with the Dutch artist Willem Roelofs, who persuaded him – in spite of his dislike of formal schools of art – to attend the Académie Royale des Beaux-Arts. He registered at the Académie in November 1880, where he studied anatomy and the standard rules of modelling and perspective."

https://en.wikipedia.org/wiki/Vincent_van_Gogh

edit 2: If interested in other examples, check out alumni lists of places such as London's Royal Academy of Arts (where for example, J. M. W. Turner, one of the most famous British painters of the 19th century, enrolled as a student at the age of 14; and where actors such as Alan Rickman, Tom Hiddleston, and Anthony Hopkins - among many others - studied). https://en.wikipedia.org/wiki/Category:Royal_Academicians

And the RA is far from the only place with a history of teaching some fantastic artists. You'll find a few, or many, famously successful people who've studied at pretty much any of the best places to study arts in the US (https://www.artsy.net/article/artsy-editorial-15-top-art-sch...), or at the École des Beaux-Arts, Paris (students including impressionist painter Edgar Degas, or American architect John Russell Pope who designed the National Archives and Records Administration building as well as the Jefferson Memorial, among others), etc etc.

(You can stop reading this comment here probably, unless you're interested enough to go on - it's quite long after two edited additions...)

Absolutely there are plenty of people, both in creative areas and in business and science etc, who've got to the top of their game without formal education, thanks to talent and self-driven learning. It wouldn't be hard to pick a handful of cities from around the world and name from each just as many examples as I've given of extremely talented, and famous for it, artists who didn't have formal education.

But there's plenty who did have either personal mentors/tutors, or degrees in their field, and while nobody would suggest that their education was 100% (or close) of what made them a great artist, plenty of them do attribute it (either institutionally or just their mentor) partly to thank - just as some consider it wasted time with hindsight.

edit: Anecdotally, in my youth I was a professional singer - nothing fancy or famous but salaried for a few years of recordings and tours. Not only did I keep working with a singing teacher who helped me on any issues I had (early on most issues would be ones pointed out to me, in my last year or two nearly all sessions were focussed on whatever I wanted to work on), but pretty much everyone I sang with who was either early in their career, or who sometimes / often sang solos rather than just in a choir chorus, had lessons from some sort of mentor (or more than one). As far as I'm aware, even those I sang with more than a decade ago who didn't move on and are still singing, in some cases as somewhat well known soloists in their areas, still have a coach/mentor to help keep their voices in good shape and even to keep getting better and better.

I'm also one of many, many people who, as kids, were lucky enough to have the chance to not only have a musical instrument but to have weekly lessons for it. I would guess that if you look at the most successful pop/rock stars, maybe it's less common to have had those sorts of lessons growing up, if you look at classical music greats it would be the opposite way around, Jazz somewhere in the middle... etc. (I could be way off). Which isn't to say there aren't pop/rock artists who had a good musical education (a couple of people who shared teachers with me have had chart hits here in the UK), nor that there aren't classical music performers who taught themselves everything they know (/ learning by watching greats who inspired them).

There's really no right or wrong way to become a great artist.