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Stories about painters and musicians often show the cost of creating. If this draws you, browse modern fiction, and for real lives, see film and music biographies.
These stories give a real feeling for the struggle of making art, and many readers come away wanting to learn about the real artists too.
The arts train both the eye and the ear. Whether you are a student or just an admirer, regular practice and careful attention will teach you more than any single theory, though good books certainly guide the way.
Many arts students build a personal library slowly over the years. Begin with a good general history, add books on your own special interest, and visit performances and galleries as often as you can.