Someone who forms their own opinion
Solution 1:
I'd probably use:
free-thinker
Solution 2:
You might well be looking for the words "independent thinker".
Solution 3:
A related word is autogenic, an adjective indicating something is self-produced. One might apply the term autogenicist to a person who has been informed solely by his or her own experience.
Whatever name you give the self-informed person, autodidact (“A self-taught person; an automath”) is a hypernym of that name. That is, the set of self-informed persons is a subset of the set of autodidacts.
Two previously-suggested terms are useful in spite of being ignored or voted down. Empiricism (“A pursuit of knowledge purely through experience, especially by means of observation and sometimes by experimentation”) is directly relevant, and leads to the suggestion empiricist. Solipsism (“The theory that the self is all that exists or that can be proven to exist” or “Self-absorption, an unawareness of the views or needs of others”) is slightly less relevant, but for someone to be completely self-informed, it is probable that person must be solipsistic or a hermit or deranged or autistic or perhaps a genius.
Solution 4:
"He is his own man."
"A self made man."
"A man of the world."
"Educated in the University of Life".
Opinionated
Arrogant
Self obsessed
Uneducated
Ignorant