Why should I invest time in x if I don't even know what my y is.
A few thoughts:
1) You don't know what your Y is, but you have some guesses and distributions of Y, based on observing others who are vaguely similar to you. The fact that many people seek education _is_ evidence that they think it's a good use of their resources.
2) Well, you can't save the time for later, you have to invest/spend it somehow, at the rate of one second per second. Physics forces this. It's not a question of X or not-X, it's a question of what specifically is better than X.
3) Don't undervalue the educational environment - it's not just the knowledge and coursework, it's the fact that there are other students just as overwhelmed as you, staying up late to do problem sets and ask each other questions. " What's insanely difficult for me will be infinitesimal to them " is simply wrong. It's insanely difficult for many of them as well, but they have resources (fellow students, TAs, office hours, etc.) that will aid them on the journey to understanding well enough to get a C- and a rough understanding...
4) Individual variance is likely larger than institutional variance - school is a selection process as much as an education process. If you don't have the talent and interest, it's going to be MUCH harder to get over the initial fear and hurdle to understand the underlying models at a gut level, and then to apply that to a variety of specific problem types and knowledge.
5) It's actually hard. Until you've really given it a solid year of fighting, crying, feeling dumb, seeking help, not getting it, and re-trying things that didn't make sense the first time, you have no idea whether you're capable of learning it.
When I compare self-educated people with people who had good university education, the most obvious difference is that the self-educated people have all kinds of surprising (to me) blind spots. Like, sometimes they are super smart and super diligent, read many interesting books, and did awesome projects... and then there is something very simple and useful, but they never heard about it, have no idea that it directly applies to what they are trying to accomplish, and when you tell them they still have no idea what you are talking about.
For example, a self-educated software developer who never heard about regular expressions, or state machines, or Liskov substitution principle, or halting problem, or algorithmic complexity, or...
In other words, of course no one can know everything, but self-educated people usually have a lot of unknown unknowns. Which is much worse than e.g. not being familiar with the latest JavaScript framework.
So, one of the useful things a university can do is to show you how the field that you want to study consists of dozen subfields, and force you to spend enough time and energy in each of the subfields, so you get an idea of what exists, and how the things are connected together. Including things that don't seem useful when you see them for the first time.
Another thing the university can do is to guide you over long inferential distances. After reading the chapter 1 and doing the exercises, chapter 2 becomes accessible; and after reading the chapter 2 and doing the exercises, chapter 3 becomes accessible. But also a book A makes the book B accessible. An important part of curriculum is arranging the things chronologically, so you always get the prerequisites before you need them.
The problem with teaching things outside of a school system, is that you are never sure what your audience already knows, and what needs to be explained in order to make your lesson accessible for them. Like, I used to write educational blogs long ago, and always someone complained that it was too simple, that I wasted too much space explaining obvious things, and didn't get to the really interesting parts; while someone else complained about the same article that it was too difficult, didn't explain the concepts it used, and glossed over the really important parts. When I tutored someone, I always started with investigating what they already know and don't know. (And verifying that they actually know it, instead of merely having a vague memory.) I don't see how this could be done in form of an article or a video. A book can be self-contained, at the cost of being quite long, and even there are limits. At school, you know exactly what your students learned previously, so you can simply continue. In internet courses, you usually start from scratch (otherwise you get negative reviews) and provide only a very brief insight into the advanced stuff, which can amaze your students, but is not the same as already starting with solid foundations, and spending most of the time actually working with the advanced stuff.
I imagine it would be possible to find the right books and arrange them in the right order, to create a curriculum that would cover the sufficient breadth and depth, starting from zero, always providing the right prerequisites. Would be a lot of work. (And you would have no reason to trust this collection. Anyone can recommend you dozen books with their affiliate links, there is a clear incentive to do so, and no mechanism for reviewing such collections.)
I have exhausted myself thinking of this. Why should I invest time in x if I don't even know what my y is. Traditional teaching or mentoring approaches objectives by defining what a student must fulfill to truly understand and grasp a topic(s) thoroughly. This can also be translated to "end of term" projects, things that combine the fundamentals that underlie the subject(s) or exercises at the end of sections. Most of these examples are situated in a academic environment, where one feels comfortable enough to be guided and bound to deadlines. Whereas, this is tough to translate outside an academic environment.
My own experience: I recently was interested in learning and teaching myself programming and CS. I began searching through the CS curriculums given by ivy league universities, saw the lecture notes and the core texts, I dared to even look at the exams. The instructors assignments and the core readings were absolutely brutal, even for undergraduates. Part of me envied the students who'll improve and progress on a whole other level. I mean look at the assignments they're given! What's insanely difficult for me will be infinitesimal to them. Eventually I gave up on studying, my efforts and what I consider beneficial to future me are all unrealistic standards.