I know a man who taught himself to fly a helicopter - evidently built a popular brand of homebuilt from various parts, added a turbocharger as well. In the piles of bits that he bought to assemble the thing was a book that the manufacturer had put out some time earlier, and failed to find in the recall that was basically - how to teach yourself to fly a helicopter.
Seems you start with the thing tethered down, with some play allowed up/down left/right (about 6" springs to the rapidly failing memory), and allowing the tailboom more lateral movement. When you could pick the thing up, and keep it within the limited freedom, you were allowed to add a bit more freedom, etc.
He said it took him all morning the first time just to get to the point where he was nearly off the ground. Obviously a very cautious type!
When he was comfortable hovering within 18" of slack, he went for a 'trial lesson' on one of the more popular production piston engine machines and astounded the instructor by being able to hover it perfectly.
So it can be done. But definitely not recommended.