Alot of the innovators in rock and roll taught themselves. Didn't Gilmour and Syd? Not that lessons can't be extremely useful but the quickest way to your own style is finding your own way. There's only 12 proper notes. I think listening is the key. You figure out what works. Than you get to the notes in between the notes! Things can get out of hand. As Gilmour knows, what you don't play is just as important. Silence is the 13th note.

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You can cage a tiger but you're never sure it's broken.