First of all, this isn't supposed to be the ultimative instruction to painting. All the following words are just based on my own experience and skills, some other painters might be opposed to it. It's supposed to be a little help.
When you want to do a realistic painting of a figure, for example, there are plenty of things to consider: anatomy, composition, colors, light & shadows...
How to study these things? Well, let's say, anatomy is "easy": grab a book about it and copy from it to understand the body's shapes and proportions, or attend a figure drawing class. You have to draw the same pose, body or body part again and again, until you have - after some years of practice - the ability to draw figures realistically without reference images.
Light and shadows, for example, might appear more complex, but the learning curve is the same. You can start with theory: in a tutorial, you might read the following sentence: "Colors of objects affect each other, depending on light circumstances and surfaces." Sounds logical. But how does it look? Have we ever seen it consciously, and directly?
When we want to paint, we don't have to know what's going on, but to see how it looks like.
I've done a crappy little photo to show an example:
Here you can see how a green glass bottle can affect the color of human skin (my hand =)), which has the quality to reflect colors quite well. The light source and object surface/material is also important here. But there are so many different light environments, objects, and surfaces, that we have actually thousands of occasions to study them, we're surrounded by them, we just have to see them - and we have to apply the things we experienced to our paintings. The paintings may be exercises, sketches or finished works... but they always represent a certain stage of improvement, even if we notice this improvement only within a time difference of maybe a year or longer. You won't notice you're improving the moment you actually paint, but you will see it when comparing old works with new ones. This process is like the air - you don't perceive it, but it's there and will always be there, you just have to paint, or in case of the air, breath.
Nature's of course the best teacher, because it is what we want to depict realistically (at least in this case).
We all know, painting is actually seeing. If we want to paint a clock - for example, my ugly old alarm clock from behind - we mustn't see "alarm clock from behind", but "there's a red shape; the one side, another shape, is very dark, and there are bright spots on the top". If we practice seeing this way, repeat again and again, this seeing process will become unconscious, but it will be there. Seeing is the key to really painting what we believe to see.
Copying from other artists is not a shame. Every artist likes at least some images done by others, and I dare to make the assertion: if you only see a painting, you are already influenced by it, just by the fact that you like it more or less.
I'm sure everyone has already asked themselves at least once "How did painter XY achieve this and this?"
We copy to learn these things we ask us yourselves. But we have to remember the difference: if we copy someone elses's painting, it's not nature what we see, but the other artist's interpretation of nature. Therefore our question at copying should be: "How did the artist think, when they painted this and this? Why did they do it?"
It will help us and we can learn from it.
Raphael copied from his master Perugino, when he was young. Leonardo da Vinci's early style could look like his master's Verocchio's. But both had reached a "level" somewhen, when they didn't copy from other artists anymore, but developed their own "style" do depict with it what they wanted, felt like or were commissioned to paint.
And we mustn't be fixed on one idol. We have to try as many different things as possible, because we don't want to paint exactly like someone else, but depict nature in our own interpretation, with the same high understandings of nature any idol might have.