This is something that I have always felt about myself, I am an Autodidact.
Taken from the Wikipedia Definition:
Autodidacticism (also autodidactism) is self-education or self-directed learning. An autodidact, — typically someone who has an enthusiasm for self-education and a high degree of self-motivation. Self-teaching and self-directed learning are not necessarily lonely processes. Some autodidacts spend a great deal of time in libraries or on educative websites.