If you teach yourself calculus and how to speak Hindi, you are autodidactic, or someone who is self-taught.
Use the adjective autodidactic to describe a person who learns things on her own, from books or videos or by practicing skills, rather than in a traditional school setting. Someone who is autodidactic — an autodidact — isn't necessarily opposed to taking a class or consulting an expert, but tends to prefer learning in a self-directed way. The Greek root word is autodidaktikos, which means "self-taught."