I like to think of learning as a seed being planted, and also as the nourishment for its growth. 
In the beginning, the seeds are mostly things in the environment a baby encounters. The clothes and blankets against her skin, the fluctuating air temperature, the changing light through the window, the movements of the mobile hanging above her crib. She gets to know these and many other things. Through immersion, exploration, play and discovery, she adapts to them.
In time the seeds planted then and throughout early childhood become many trees in the forests of her heart & mind. What is often hard for us to grasp is that these are not just trees of knowledge, but also trees of emotions, sensations, associations of meaning, and all of what she encounters, experiences and thinks as she lives and grows. What she can verbalize about her childhood while in it—or even we about ours in the past—is just a glimpse of all that it actually was. Further, these trees of the heart & mind grow into and connect with one another. They become one vast, interconnected network. The more I have become aware of this, the more interesting and important teaching has become to me.
Yet, teaching interests not withstanding, many seeds are planted and nourished naturally. With walking, for example, the seed is planted and nourished in several ways. Long before attempting her first step, a baby is seeing people walk, discovering her own body’s movements, crawling, balancing, standing up, and receiving positive reactions & encouragement from others. Eventually she takes a step. She tries and tries, again and again until she is walking with ease. And this is tremendously exciting for her, because she’s discovering things she didn’t know were possible and doing what she’s seen others do all of her life. And it’s exciting for her parents, because her literal first step was one of the first really big metaphorical steps on her journey into life. As she discovers, walking is power to move and explore on her own. But she first got that idea (however she understood it at the time) from seeing others doing just that. And all of this has taken place entirely without a teacher—and with little, if any, instruction from other adults. Like a chemical reaction, child & environment interact and one of the things that comes out of that is walking.
This is what I think of as self-directed learning. As discussed above, it is not all self; the nature of the environment has a lot to do with it. But it is “self-directed” in that the child is following her own interests, choosing herself when to pursue further and when to move on to something else. With most things for children, all learning begins with a period of self-directed learning, a Self-directed Period. This is a very important part of the learning process for children (and for adults often more than we realize).
With walking, the self-directed period is all most people ever have. They learned all they learned through the adapting activities of immersion, exploration, play and discovery. After that, they just walked without learning anything more about walking. But some become injured, and have to learn to walk differently. Others pursue professions or hobbies that require walking with sophisticated or athletic movements, like dancing, theater, some sports or modeling. They must study and practice in a formal way so they can master walking. They will do this most effectively and efficiently with a structured program and an experienced guide.
But without that first, self-directed period—the planting and nourishing of the seed—they will be missing something that both deepens the learning and prepares a foundation for formal study.
For more about what is and is not desired, see my posts “Stuff Big and Small ,” “Success and Motivation and “Mindfrulness and Music.” For future reference, search “parents” for posts of interest and/or value to parents.