Are there musicians who have created captivating music without knowledge of any theory?

I don’t know... that’s debatable, if you know what notes are in the major scale, you could become a slave to it. I find that is the case with me now sometimes... If you don’t know and you just play for 40 years by intuition and ear, one could say that you are a phenomenal player and that it is BECAUSE you are not always sticking to the major scale rules. Perhaps just experimenting outside of it with no rules to bound you in... (but the player is forced to unknowingly acknowledge the scale the majority of the time because the ear and modern musical ‘even temperament’ dictates it...) I would rather know all the rules and break them with chromaticism than to play and not know... I was in a long bad rut until I studied music theory... now I have the confidence to play improv lead in front of relatively large audiences cause I know how to get back to the root at any given moment. Can’t say that about myself two years ago. FWIW

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