I trained myself on an electric foamy that cost $130 initially for the RTF, and I think four or five extra ARF versions at $60 a pop to repair or replace all of the damage I did. I would venture to say that no one can build an Easystar as quickly or as well as I can!

Joking, of course.
Not to mention a couple of little things like props, an extra motor, etc.
You can do it yourself as long as you don't do it near anyone, and you don't mind the cost. I flew for the first 15-20 times at my club's field when I wasn't a member yet. The field is out in the middle of the woods, so there's nothing around to hurt except myself and the trees. Which, coincidentally, is the first place my plane ended up on my first attempt.
Later when I went to four channel nitro planes, the transition was smooth and easy and I was flying by myself after the second week.
In hindsight, it would have been absolutely dumb of me to go out and buy a nitro plane and do it myself. I could have seriously hurt myself in the middle of woods with no way to get in touch with anyone, or I could have simply flown it into the same tree as my electric and ended up being out $300 or so.
There's no reason NOT to go with an instructor if one is available to you. In my case, the electric foamy was more like an advanced toy for me to play with. Nitro trainers, however, are not toys.