I was self-taught when I first got "into" snowboarding. My view on the subject, lessons will definitely help you progress faster, but teaching yourself is not the end of the world.
The single biggest way I progressed was by going with friends who were much better than me. They pushed me to try harder terrain, which I did slowly and under control, which in the end made me progress much faster than I had originally thought I would. An instructor would be even better than this, but not necessary.