I've played guitar for over 25 years now. Started out with Jazz lessons in NY for a couple of years, but after the first couple of months of lessons, I started a high school band and played lead guitar on the heavy music of the day (AC/DC, Judas Priest, Sabbath, Def Leppard, Rush).
So while I took jazz lessons, I was mostly practicing and learning rock by ear off of the records (my old records have the scratches to prove it!). I would learn entire records from beginning to end. I think if you have some natural ability, learning by ear can be the best way to learn. It helps later on when you are playing with other people, you can pick up what they are doing and just play along, as opposed to having to have it written down for you. I read somewhere that this is how all of the old blues guys learned to play, by watching, listening and stealing licks.
I also feel very lucky to have picked this up when I was younger (15). You have unlimited time, enthusiasm and energy to practice. I used to practice 4 hours a day when I was starting out and I loved it. I only wish I would have started earlier. Now I'm lucky if I can pick up the guitar for an 30min to an hour a day, but I still try to play almost every day.
Ken