Link to Market Wizards (revised) on Amazon.com
The book is a series of interviews with top traders. My takeaway is that they were each phenomenally successful, and no two of them did exactly the same thing. Many had mentors from whom they learned a great deal, but several just jumped in head-first. Several lost nearly all of their initial investment in the early years, but quickly learned from their experiences. Bottom line: Learning from someone who's been successful will enable you to become more successful quicker. Then, once you've found your stride, don't be afraid to tweak and adjust things to develop your own style, system, rules, etc.
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