I was lucky enough to learn at university where I was president of the college wine society. The college would only buy for its (extensive) cellar from merchants who presented at the society so we got 8 fantastic tastings per term. The tastings were always themed - eg 8 different Chassagne-Montrachets of the same vintage, or 8 Alsace varietals, or a vertical of Ch Gruaud-Larose etc. - so that we really learned our wines very well indeed. But, of course, this only covered the great French wines with merely a nod towards Germany and Port, so my knowledge of Argentina, NZ, South Africa etc is purely self taught and full of holes.

But why do it at all? Really because it helps you understand what you like and how to find wines you can afford. The key is, in my view, the wine merchant - they will, once they know your palate, lead you towards delicious and affordable artisanal wines which supermarkets could never stock.