When I got on the mats people were saying I was a natural because I caught a purple belt with an inverted heel hook, and was tapping people who had a couple of months on me. I even started to think I was. I had been studying instructionals like crazy and had never trained at an MMA gym before.
Months later I realized it's just because I'd been wrestling for 2 or 3 years before I started, and had learned submissions. In retrospect, had I not wrestled, I would've gotten tooled on even worse than I did.
You need the training, man. That's the idea behind BJJ and any effective martial art. What makes BJJ, Boxing, Kickboxing, Muay Thai, Sambo, Judo, Wrestling, San Shou, etc. effective is the "aliveness" principle; the live sparring. Not only that, but you also need to drill moves constantly to get them into your muscle memory.
Believe me, I used to think watching instructionals qualified as technique training, so I could spend all of my time rolling. It kind of helped. I know lots of moves. But they only work if the other person doesn't really know what I'm doing. I now realize that I didn't take enough time to drill the moves into my muscle memory. You'll save yourself a lot of frustration if you realize that right now.
I suggest you buy Stephan Kesting's Grappling Drills DVD. Do all the solo drills you can, and get someone who's willing to do the partner drills, seeing as how nobody is going to get hurt and the other person doesn't even need to really know BJJ or anything about it. Be careful though; be 100% sure that you're doing the technique right; you don't want to form bad habits. I used to think I could Thai kick before I got formal kickboxing training at my MMA gym. It literally took me at least a month to retrain my body to get rid of the piece of crap I thought was a Thai kick and get myself to do real kicks.
The Grappling Drills DVD combined with some good knowledge should make your progression through grappling a little easier. But just don't get discouraged when you realize most of your theories and what you think you know will prove to be paper thin and probably wrong. No offense, but just I used to be in your situation, and trust me when I say this, although the other people here sound like arrogant jerks in response to you, they hold a point. Until you've actually rolled at a gym, unfortunately, I don't know how else to say this, you really have no clue what you're talking about. No matter how much MMA you've watched.
I'm just letting you know this so you don't get discouraged when you realize some of the guys on here were right. By all means, I, and hopefully everyone else here, want you to get into grappling and MMA, and I wish you the best of luck with it. The last thing I'd want for you is to get discouraged when you realize what you thought you knew, you really didn't, and you quit out of frustration or a damaged ego.
Just realize that it's extremely and incredibly unrealistic that you're going to be a natural on the mat. Most people want to think that way of themselves; I know I did when I first started. You want to think you're the next big thing. It's natural. What separates the champions from the weekend warriors is dedication. Some people still think I'm a natural. I'm not. I bust my freaking ass to get better; I am ALWAYS thinking about MMA, watching instructionals, drilling, even during wrestling season, I come into my gym on Sundays and train from 10:30 a.m. to almost 4 p.m. I study fights in slow motion, and visualize myself as certain fighters. I take all the advice I can get, and I am a total day dreamer. You can be great at MMA, but it's more realistic to think about becoming great through extreme dedication rather than natural talent.