You're an artist. You met someone who likes your work. She asks if you have any formal training in painting. In fact, you don't have any formal training so you say:
No, I'm self-taught.
Someone who learned how to do something without taking classes or going to school is "self-taught". If you read books about it or got a little advice from other people, it's still OK to call yourself "self-taught".
You usually use the phrase "self-taught" to talk about people who learned complex skills that other people have to take classes for. For example:
- computer programming
- a foreign language (like English!)
Being "self-taught" is seen as kind of cool and interesting in a lot of English-speaking cultures.
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