Thepry/grammar and experiences

Many people say that it is important that we begin learning something by having experiences. Then we explain them if neccesary.
Many polyglots, for example, say that we often start with grammar before trying to speak the language. They say that this makes it difficult to learn the language.
One person who studied language as a scientist said that we begin with some kind of experience or idea and then try to explain it. So all our cognitive thinking begins with experience rather then theory.
Is it bad to begin with grammar or theory before having a lots of experience? I say that we have theory and grammar in order to explain our experiences.