Learning Your Instrument

This is one easy fun way to learn your instrument.

Play along with records.
Whenever I read Guitar Player mag interviews, the best guitarists always say that they learned how to play by playing along with records of their favorite musicians.

I've found it to be a good way to learn because of these reasons:

You learn the songs
You learn the keys and chords that make up keys
You learn the fretboard if you are soloing
You learn the fretboard if you are figuring out the chords
It sharpens your ear
You learn how to improvise
You get inside the composer/songwriters head

Try it out. If it's really hard, pick easy songs and go from there. Always start with the possible and go toward the impossible.