is trying to say is that you do learn from the 'paint by numbers' tutorials, what's actually happening is that YOU are hitting your limit early on in the tutorial but you press on and at the end you feel like you don't understand how you go to the finished product (and thus are unable to make your own).
This is perfectly natural and you just need to keep doing tutorials and learning bit by bit. If you revisit those old tutorials and try to change things in it (and I mean really change, not just change the colors or scale something), that you can and you may even find everything in that tutorial has become old hat.
Basically you need to do more tutorials, whether it's a long project (which is just a sequence of tutorials by the same person) like >>530848
is suggesting, or random ones by people you like (that have new things in them you haven't done yet, obviously; like texturing, or sculpting, or whatever), the result is the same: you'll slowly learn everything you need to know.
Finally, the "theory" (aka "workflow" aka "steps an artist follow to make shit") is this:
1) Concept art (your own or off googe)
2) Real life reference images
3) Start roughing it out whether sculpting (generally for organic things) or box modeling (generally for hard surface things, or to generate a sculpting base mesh)
4) Color it somehow (Materials / Shaders, Polypaint, UV Texture which requires laying out UVs)
5) Retopoing the model if it's a sculpt, laying out UVs to bake details from your high poly to your low poly
6) Set up your lighting (your material will look like GARBAGE if you do not have a sufficiently complex lighting setup, especially if it's something metallic or reflective, but even Diffuse looks like garbage if you just have one sun lamp, or worse rely on World Lighting)
7) Compose the scene (Composition is extremely important)
8) Render it
9) Do things to the render in "Post" (this is called Compositing) such as tweaking the color balance