Yeah, go for it. My lab is approaching 5 years old now, and when I got her at 8 weeks I never thought I'd get into hunting. She's loved water and retrieving anything thrown for years, but this season is the first time I've ever tried hunting her. I've never been through any sort of retreiver training with her, but after checking that she's not afraid of the shotgun I took her out on opening weekend.
The first day, she'd climb into my lap anytime we shot. Later in the day, I coaxed her into doing her first retrieve. She tried to swim back without it a few times, but I kept sending her back for it. She even tried pushing it to shore with her nose, before she figured out to put it in her mouth.
By the end of the second day, she'd bolt for the water anytime we shot. She has more confidence in my shooting skill than I deserve.
So go ahead and train the dog yourself. Most of it's in the genes as far as I can tell, but I'm not expert. The most important thing is working on obedience.