The local church is a critical part of Christian faith
Are you a Christian? You need to be part of a local church. (See Hebrews 10:24-25.) It was never the intention of the Author of Scripture or the early church fathers that we be "lone wolf" Christians.
For decades, people have been able to get Biblical teaching from a variety of sources. Years ago, you could watch sermons on television (though you have to be careful because there is a lot of garbage out there) or you could send away for tapes of sermons and teaching. Now, you can go on the Internet and listen to as many sermons as you want, free of charge. Many people use this as an excuse not to attend church. It should not be this way.
I was listening to a teaching a while back from a person I respect, who delivers valuable expository teaching on the Word. He said that some folks had ordered his sermons and said that because they could not find a good church they considered him their pastor - something that drew no rebuke for the man I respect a great deal. It should not be this way. We need to be fed the Word directly from the pulpit, sitting in a church building. We should not get our teaching exclusively from MP3 files or streaming video. There are many reasons for this.
First, we need to submit to the authority of the leadership of a local church. We need to have a pastor who knows our sin and can recognize problems and sin in our lives to rebuke and encourage us. Local church leaders (elders, pastors and deacons) are the shepherds of our souls. You cannot have the sins and failings of your own life rebuked and disciplined by an MP3 file or a streaming video, because the preachers in that media do not even know you exist, much less what is happening in your life.
Second, it breaks our pride to submit to the authority and be taught God's Word by someone we know. When we know the pastor's sins, when we know his children's sin, and when we know the sins and failings of other church leaders, we must be humble in order to submit to their authority. As a father myself, I anticipate my failings will in some way be a blessing to my son, as he submits to my authority not because his father is a perfect man but because he is ordered to do so by our mutual Father in Heaven.
We also need to have fellowship with other believers. We can exhort and rebuke each other, encourage each other, and pray for each other. As Christians, we need the fellowship of other Christians to encourage us as we deal with a fallen world. It is good for us to pray for each other and it teaches humility when we confess our sins to one another and ask our brothers in Christ to pray for us to overcome these sins. We show the love of Christ when we pray for and serve our fellow Believers.
None of this is to say you should not seek out extra teaching on Scripture. I have done this and it is a good practice. I am not trying to discourage Christians from seeking to be instructed, exhorted and encouraged from various teachers. (Of course, you need to be sure that what you are listening to is Biblical, because you do not want your mind poisoned with filth such as the wicked Health and Wealth Gospel heresy.) But you need to be in a local church, where you can be challenged directly and where you can help others in their faith.