Most musicians learn "by ear" which basically means that they are hopefully good observers and imitators, remembering where that note was and so on! Hey, a good memory helps. Many great musicians have learned this way; the great Duke Ellington stated a basic truth about music: "If it sounds good it IS good." Rumor has it that many of the great Jazz and blues musicians only had a rudimentary knowledge of music theory despite what they performed was excellent music. Many could not read music but most had the "musical instincts" or a good "ear".
The Gypsies of Europe are often spoken of as "natural musicians" as opposed to those who have formal musical training in music theory. Some would argue in a negative way that the proclivity to musicianship is only due to the inordinate amount of time they have to practice, developing good observation skills and memory.
I personally learned to play the guitar the Spanish way which involves the use of solfeggio or the Do, Re, Mi, Fa, Sol, etc. etc. We can thank the Italians for inventing this method which can give a sound to the eight-note musical scale used in the Western world. This Major scale is a short version of the complete musical scale or Chromatic scale of the western world.
Pythagoras the Greek, some 2500 years ago discovered the "octave" distance or interval. He discovered a basic fact of sound or vibrations. We could simplify it this way .. As the speed of a vibration increases the sound becomes higher or the pitch increases. As the speed of a vibration decreases, the sound becomes lower. Scientifically, we can use the symbols vps., Vibrations per second.
Therefore, any sound vibration remaining constant is called a note. Now here is the important part: when we double the vibrations (vps), say 20 to 40, or 50 to 100, or 300 to 600 vps, we call these distances with the same term an octave. The sound of the distance between these vibrations are obviously going from lower to higher, they are overtheless an octave. Singing solfege the note "do" will sound similar but higher as as you go up the scale and reach the next "do"; the vibrations will be doubled in the second "do."
Pythagoras the Greek divided this distance into twelve equal parts, today we call this the longer scale or the chromatic scale. The word comes from the ancient Greek word for color or chromos and refers to the potential for flavor, variety or color that a song or melody may have. Although musicians initially know more about the shortened major scale, they are in fact always using the chromatic scale, especially when they are using sharp or flat notes. The description in solfeggio is this: Do, di re ri mi fa fi sol si la li ti do.
Although there are other ways of learning music, the singing of these musical sounds with a piano or say a guitar will help the musician train his "ear". Remember this, the distance from any note to another is an interval but the most important interval is the octave.
The more you know about music theory, the better you will be able to play. There are many excellent books with CDs or DVDs available at your local library or book store that can help you with this. The time that you invest in learning music theory will be time well spent as you hear your getting better.
May good music live on !!