I've been having a hard time understanding how to construct a sentence. If I were going to say something along the lines of: "Learning Japanese on your own is difficult." Would this be grammatically correct: 自分で日本語を学ぶのは難しい。
「[自分]{じぶん}で[日本語]{にほんご}を[学]{まな}ぶのは[難]{むずか}しい。」 is nice and grammatical.
You could make it sound even more natural by changing 「自分」 to 「ひとり」 or 「自分ひとり」.
Furthermore, adult native speakers would use the word 「[独学]{どくがく}」 to mean "to study by oneself". If you were a beginner, though, you would not need to know this word yet; It can wait. One would say:
「独学で日本語を[勉強]{べんきょう}するのは難しい。」 or
「日本語を独学するのは難しい。」
