I doubt this is true. Rather, I think your currently ad-hoc way of trying to learn things is not effective. In other words, it has been your method, not you. One of the benefits of a formal education is knowing what is out there, even if you don't know it yet. (Knowing what you don't know.) That means you can go and learn it as you need to.

I suspect your difficulty with "thinking out of the box" is that you just haven't been exposed to alternate ways of doing things.

My point: you're not stupid. Learning all of this stuff even when someone says "this is what you should learn" is hard. Learning it when you have to figure out what to learn is even harder. Many people here will disagree with me, but I think a formal education is valuable for the reasons I stated. But, you said that's not an option for you now. So I recommend doing basically what you're doing: use existing textbooks to find out what you should learn, and learn it. Treat going through those books like a course. Many university courses also have the course syllabus online - looking through those for topics you should research yourself is also valuable. And, of course, MIT's Open Course Ware (http://ocw.mit.edu/index.htm) was designed with students like you in mind.