To expand on what Jester said, yes it can be harder to go at it alone. That being said, it's far from impossible. I started flying all on my own. I crashed a few times, destroyed some parts, spent some money sure. Then again I had a good time doing it. I was away from the hobby for about 10 years while in the military, but now I'm back into it. Had a couple great flights on my Superstar. The only flight sim I have ever messed with is Falcon 4.0: Allied Force which isn't quite the same lol.

You can do it if you want to, just know that you're going to tear things up once in a while. I'm sure by now you have at least a basic handle on flight, but go with something simple. Get something like a telemaster, a cub, something slow and forgiving. If you go the club route, you will probably crash less. If you go at it on your own, you'll probably spend a little more, but also have some satisfaction of doing it yourself and teaching yourself. It's not necessarily ego, some of us (like myself) get a high degree of satisfaction out of figuring it out on our own.

A little maturity and self restraint goes a long way. Get a forgiving plane to start with, follow the instructions and get help on the forum if you need it, take baby steps your first few flights, and as you get more comfortable open it up a little bit and see what you can do.