I did. When I was around 38, I got some unexpected overtime and my wife said I could treat myself to something. I’d always fancied playing a trumpet, so I went into a music shop and bought a trumpet and Tune a Day book 1. I taught myself to play and read music at the same time. Never had any lessons. After a couple of years I joined a local Brass Band, where I discovered that what I thought was an A was an E. who knew? Anyway I gradually learned the correct fingering and improved. 30 years later I’m still playing. And sometimes get paid for theatre shows.
Still no lessons. However that is my biggest regret. There are huge gaps in my knowledge, range and skills that I lack. I was on shift work in the police, so rarely had the same days off, which, along with the cost, made lessons impossible.