Really you should be doing 2 things; be creative, and learn the industry standards.
Industry standards are the tried and true digital marketing channels (departments of a digital marketing agency). They are generally; SEO, SEM, Social Media, and display/retargeting. There are lots of subsets of these broad channels, you should learn all of them.

There are lots of great places to do this, (I am self taught as well) but you will generally need teachers or at least people to ask questions. If there are any agencies in your town I would try and make friends with people that work at them and ask for their guidance. You should ideally pick one specialist from each discipline. Generalists exist (I am one, you are becoming one) but there are more specialists. Ask them for their best reading materials and where they stay current, and then learn from that. Some of the best documentation will come from the software that you need to use in order to be successful. Finally you need to understand analytics to tie it all together.

SEO: Moz, BrightEdge, Raven & inbound.org
SEM: Adwords, Marin Software
Display/Retargeting: Start with Perfect Audience or Adroll, then move into letting Adwords handle it except for facebook, then progress to Adwords video retargeting
Social Media: more moz/inbound.org and sprout social. Seth Godin for social media theory & strategy as well (understand tribes)
Analytics: start with KISSmetrics, and then work your way into Google Analytics. GA is free and difficult and powerful, KISSmetrics is expensive and easy. Spend the $ early to learn best practices.

Being creative is the hardest part of the job. This is what you need in order to become a "growth hacker." You just need to come up with ideas that no one else has come up with yet in order to gain an edge over your competitors. Being creative doesnt come from being at your desk or even learning about your industry (marketing). Go for hikes, read for pleasure, explore religions, find challenging hobbies.

I joined our local hackerspace, learned to lasercut and like to tinker with sparkfun projects. I go geocaching. I also taught myself how to build web applications and iOS apps. It lends a tremendous hand to understand the way our software works in order to measure its success. The point is to step outside your comfort zone and be ready for the muse when she comes.

Good luck!