Yes, you can learn Data Science on your own. You just have to invest a lot of time learning skills that matter. Because Data Science is a very wide field. To master Data Science, you need to have Programming skills, Statistics, and Data Visualization with AI and ML knowledge.
If you are a beginner, you will need proper guidance to achieve your goals and proper training that will teach you all the essential concepts without spending time more on unnecessary information that is probably not needed to help you bag better opportunities. In that regard, enrolling in a Data Science Masters Course will help you learn from scratch to an advanced level. I am sharing a video of a learner's experience who enrolled in this course and got a salary hike after learning this course.