When it's all just given to us we miss something significant in our development.
I'm not sure about this.
As a student, you should absolutely be given all
that you can be given by your teacher, if he's a good one. To do less than that it's just silly. Try to learn say math or physics with a teacher concealing information from you and all you'll see is way slower learning than otherwise.
There are two other factors, however: the first, the speed of learning is limited by
your ability to munch it. The teacher can give you all the math in the world, but you can only learn at the speed determined by your brain (pretty well on average, to be said, if you apply yourself - but there's peak and valleys too). The joy of discovery is often when you finally
understand what the teacher was telling you all along. That's a fantastic exercise for, after some practice, begin to understand and put together stuff that
you are telling yourself - your own ideas.
The second - which applies to anything that requires mind-body coordination (so math ceases to be a good example here) is that for these specific sets of skill, there are a lot of things that
cannot be told. Nobody can tell you how it
feels to do something and the limit of sight is that a lot of the execution of any physical skill looks the same from the outside. This is the same limitation as watching videos or watching an instructor at the dojo in a multiple person class. All you can do is
watch and watching is not enough.
That's where a one-to-one teacher can make a difference. He still can't tell you exactly how it feels, but words are powerful: he can hint, he can use metaphors, he can guide you on where to concentrate, where to put your focus first, he can use his own experience of errors and discovery to speed up yours (that's often the most powerful way).
Note that the fun of discovery is completely independent from receiving explanations (or not): that fun is in your individual understanding, not necessarily in being the
first to understand. Of course, it's just as fun to find out things without anybody explaining anything. But no
more fun (not to me at least) and, as learning goes, far, far slower.