Check out Pete Thomas' excellent saxophone sites: Cafesaxophone.com and Tamingthesaxophone.com. They provide a really useful set of discussion forums as well as access to learning and development materials for saxophone players. It's likely there are comparable sites for your chosen instrument, whatever that might be.
Find other like-minded learners, maybe in an existing band, maybe wanting to put a band together, maybe just people willing to join a workshop. Advertise for fellow musicians interested in jamming or forming a band. Network.
Check out what gigs, festivals, jam sessions and jazz workshops are happening in your local area or in reasonable travelling distance via publications like 'Jazz in London' from http://www.jazzinlondon.net, together with Sebastian Scotney's weekly Jazz in London updates from firstname.lastname@example.org.
Check out what’s happening educationally in your area; there are opportunities to learn and play jazz embedded within courses like the BTEC First, National and Higher National Diplomas in Performing Arts for example at places like Chichester College of Further and Higher Education.
Get to know the staff working in your local music shops and see if there's anyone from whom you might be able to learn about what's happening locally.
Check out higher education possibilities if you’re able to manage instrumental studies at Trinity Guildhall grades 6-8, visit http://www.trinitycollege.co.uk/site/?id=55. Check out university courses at places such as Brunel and Middlesex, as well as at ‘conservatoires’ like Guildhall and Trinity Laban, Leeds College of Music or the Royal Northern College of Music in Manchester.
Subscribe to Jazzwise Magazine or equivalents where you are.
Subscribe to jazzonthetube.com for a daily YouTube clip of some great musicians.
Build a collection of key recordings by seminal musicians and check out stuff by contributing players on the ones you like. Check out online tutorials in your selected instrument such as Bob Reynolds’ videosaxlessons.com
Share playlists with your jazz-loving friends so you get to hear music you’d never normally come across.
Build a selection of tunes you feel able to play over/along with and use these to build a personal repertoire, supported by scores from ‘Fake/Real Books’. Check out tunes against YouTube and Spotify clips.
Make sure you have a consistent practice routine that includes an appropriately varied diet of technical exercises, playing against recordings, working with charts, exploring the sound possibilities of your instrument, playing for fun and even composing your own pieces and ideas. Keep a ‘learning journal’ and note your progress, experiences, reflections, objections, questions and ideas for possible future projects. Make a note of stuff you read or hear that helps you make sense of becoming a musician, like interviews and obituaries.
Use a smartphone, portable digital recorder or dictaphone to ‘catch’ tunes/phrases/rhythms that you hear or that occur to you in the moment or to learn parts and help make sense of scores. (The Zoom H2N is a good portable recorder currently priced around £120).
If you’re a confident reader/writer, do the same with a notation notebook.
Try to play something you’ve never played before and incorporate space and silence; remember ‘silences are unplayed musical notes’.
Try doing open-mic gigs; maybe use a digital looper (eg the Digitech JamMan) so you can build riffs, rhythms and chords in the moment, catching all the energy of live music but without a full scale band behind you, but above all play rhythmically!
Practise judiciously with a metronome or drum machine to refine your timing.
Likewise, use a digital tuner to sharpen your ear and check you’re playing in tune. The 'Cleartune' app for iPad and iPhone is very sensitive.
Record yourself and reflect on how your sound can be developed. Invite good musician friends round to hear you play and offer supportive comments.
Try busking in a public place, if it's legal, either unaccompanied, against a set of backing tracks, with a 'looper' or with others, maybe using the personal repertoire mentioned earlier.
Check out jazz performances on radio (eg Jazz on 3) and TV (eg Sky Arts2) or on DVD.
Check out appropriate books in decent music and book shops like Foyles, given your current and proximal stage of development. There's a 'Dummies' book for many instruments as well as for singing. Check the classical section as well the jazz one; there is much that jazz musicians can learn from their classically trained colleagues, and vice versa.
Find/create/book a practice/rehearsal space where you and others can make some noise without disturbing the neighbours/family too much!
Get involved in local community festivals/celebrations/events with musical possibilities.
Check out useful websites like learnjazzstandards.com or the jazzbreakfast.com.
Find a key player of your preferred instrument and immerse yourself in their recordings to absorb as much of their style and sound as possible. Sax player Vaughan Hawthorne-Nelsonsays: ‘The best thing is tolearn solosby people you like and integrate them into your playing. For a while, you sound as if you re imitating those players, but eventually you’ll come out with your own voice’. Sit at the feet of your guru like Indian classical musicians!
Transcribe and memorise key songs by your preferred player and practise performing them from memory.
Develop a healthy collaboration with your body/brain/heart as you grapple with learning new material. Don't build up tension through the frustration of endless self- punishing drills but sense what you are genuinely able to play at any stage of development, focusing on what you can do, not what you can't yet. Similarly, be content with mastering material slowly rather than trying to ramp up the pace prematurely. Madeline Bruser tells the story of the great pianist and composer Rachmaninoff practising a brisk Chopin etude at a rate of less than one note per second.
Take some key jazz standards like My Favourite Things and practise them in a range of keys, say moving through the 'cycle of fifths', ie C, F, Bb, Eb etc.
Regardless of your instrument, go to percussion workshops to develop your timing, the sort of thing where you have to keep time, then drop out, then come back in on just the right beat. Every musician needs a sense of rhythmic and tonal accuracy.
Likewise learn to play chords on the piano or guitar so you can hear harmonics, inversions and voicings better.
Once a year, book an hour for big money with a top class pro, let them hear/watch you sing or play and see what you can learn from them; they might be able to unlock something in your playing and potential that no-one else has spotted or addressed.
Don’t obsess over any one aspect of your playing or singing, try to develop across a broad range of areas.
Know when to walk away and take a break when your frustrations get the better of you, but not for too long!
Avoid the frequent grumpy-old-man cynicism that 'the best days of jazz are past!' As Gandhi said: 'be the change you want to see!'
Keep adding to this list; becoming good musician is a lifetime quest - there's always room for growth!
And finally.....press the 'And finally' button on the left!