Taking classes is a relatively Mediocristan-style way to work with others, but there are other ways that get you Extremistan-style upside.
One way is to find a close collaborator or two. Amos Tversky and Daniel Kahneman had an extremely close collaboration, doing most of their thinking in conversation as they were developing the field of heuristics and biases research (as described in The Undoing Project). It's standard startup advice to have more than one founder so that you'll have someone "to brainstorm with, to talk you out of stupid decisions, and to cheer you up when things go wrong." Etc.
Another way is to have a group of several people who are all heavily into the same thing. If the documentary Dogtown and Z-Boys is accurate, many innovations in skateboarding came from a group of teenage skateboarders who hung out together in Southern California in the 1970s. People who are trying to understand the state of the art in an intellectual field often put together a reading group to discuss the latest essays in that field and spin off their own ideas (e.g., John Stuart Mill talks about studying political economy and syllogistic logic in this way, which led to new ideas & publications). Etc.
LW has a problem. Openly or covertly, many posts here promote the idea that a rational person ought to be able to self-improve on their own. Some of it comes from Eliezer's refusal to attend college (and Luke dropping out of his bachelors, etc). Some of it comes from our concept of rationality, that all agents can be approximated as perfect utility maximizers with a bunch of nonessential bugs. Some of it is due to our psychological makeup and introversion. Some of it comes from trying to tackle hard problems that aren't well understood anywhere else. And some of it is just the plain old meme of heroism and forging your own way.