I was just on Facebook's Splunk group where I like to lurk. And a common question that pops up is "how do I teach myself". It's a fair question Splunk's classes are not cheap.
While I don't think you can become an expert without solid partnering with Splunk education and consulting, I do think you can get pretty far.
Take Fundamentals 1 - this free online course will get you started. It's free! https://www.splunk.com/en_us/training.html Print out the Cheat Sheet "trifold" for Splunk - https://www.splunk.com/pdfs/solution-guides/splunk-quick-reference-guide.pdf
And the master class of Splunk, Exploring Splunk by the late David Carasso. https://www.splunk.com/pdfs/exploring-splunk.pdf
Get live help in the Splunk Slack https://docs.splunk.com/Documentation/Community/1.0/community/Chat