When did Malcolm X begin to teach himself?

Malcolm X starts to formally teach himself while in prison.

I think that there are two levels of "self- teaching" that Malcolm X experiences. The first level is the way that Malcolm spiritually elevates his identity. This takes place through his acceptance of the teachings of Elijah Muhammad and the Nation of Islam.  For Malcolm, learning the spiritual basis of Islam was one of the first lessons he taught himself: 

I have since learned—helping me to understand what then began to happen within me—that the truth can be quickly received, or received at all, only by the sinner who knows and admits that he is guilty of having sinned much.... The very enormity of my previous life’s guilt prepared me to accept the truth.

Malcolm first starts to teach himself the spiritual basis of his identity while in prison.

Malcolm then moves to the second level of self- driven education by acquiring formal knowledge.  While in Norfolk Prison, Malcolm studies Islam, but also staples of traditional education such as history, science, and the classics.  He also relearns the basis of the English language.  In all of these lessons, he teaches himself about what he sees as the racial bias in formal education. Malcolm teaches himself as a way to broaden his understanding of the world and his place in it.