I've been a musician for 17 years (violin for those 17, a guitarist for the last 7 or 8). The one thing I'm still struggling with, in my infinite power of procrastination, is scales and technical theory ('course I'm only 20, and have been 'serious' about music for just the last 8 years or so). It's a weakness I'm working on, but apparently I'm a slow learner at it...
A teacher will help, and will be a very good way to get into it, of course. But don't ever underestimate your own power of will and determination. All the knowledge is out there on the internet, in self-teaching books, etc, just waiting for absorption. If you're driven enough, you can very easily teach yourself everything there is out there that you'd pay for with a teacher.
Secondly, don't ever underestimate the power of your own ear. Theory knowledge will help you, probably immensely, but you'll still be listening to and playing what sounds good to /you/.
Also, i highly suggest finding music and solos you like, and then loading it on your computer, and using a program to slow down playback (Windows Media Player 9 will do it very simply, but you can also use something like SoundForge, or 'The Amazing Slowdowner' i think it's called, no experience with that tho), then work it out note for note.
As a classical violinist, the method of learning music was the same. Learn the notes slowly at first, going back and repeating what I fudged up, then as I got the passage down, playing it again a number of times a little faster, and again, and again. The advantage was I had sheet music, but the method applies for any and all instruments and styles. I've worked out Dire Straits solos by ear, and a Mozart Cadenza by sheet music, to essentially the same result.
Just get on and play. Most importantly, don't be afraid to fuck up loudly - during rehearsals, or just practicing on your own. The more you play, and the more experience you get with it all, the more you'll come to know what sounds good and what works, even if you don't know /why/ it works.