You're right... and for better or worse, the learning never ends. There are always new mistakes to be made -- and most people keep making the same mistakes over and over, and possibly never really learn.

I do, however, think that there are certainly rules out there that you should follow and not deliberately try to "experience" for yourself -- like practising first with small amounts, not investing more than you're willing to lose, not taking stock tips from random people, following pump-and-dumpers, etc.