is it better to watch the tutorial and then try to do it yourself or follow the tutorial step by step?
Honestly, it depends on where you're at, but I'd lean toward a hybrid approach rather than picking strictly one or the other:
If you're brand new to a technique or tool — follow along step by step first. You don't yet have the mental model to know why certain choices are being made, so trying to improvise too early usually just leads to frustration and giving up. Following along builds the muscle memory and vocabulary you need.
Once you've got the basics down — start watching a chunk of the tutorial (a step or a short section), then pause and try to do it yourself before seeing how the instructor does it. This forces you to actually problem-solve instead of just copying clicks, and you'll retain way more because you had to think it through.
After finishing a tutorial once — this is the underrated step. Go back and redo it without the video, from memory. That's usually when things really click, because you find the gaps in your understanding that following along masked.
So: watch-and-follow to learn the moves, then watch-then-try to build independence, then redo-from-memory to actually own the skill. Doing a tutorial passively start to finish just once, without ever revisiting it, is where most people lose the value — the real learning happens in the struggle to reproduce it yourself.
Yes, Kaizylle gives a great advice.
What I like to recommend, is watch the a Tutorial/Course first (like a movie, with some popcorn, maybe). Then open Blender and watch again, but follow along this time (in large or small chunks, depending on your skill level). Then do it again, but all by yourself. You can even make something different, but with the techniques and workflow you learned.
One other thing is when doing the one without the video (or even after) would be to take what you learned from the tutorial and create your own project using what you learned from the tutorial (if you didn't already go into the tutorial with a project in mind that the tutorial was filling a gap). This will further help solidify because you're not just trying to replicate but to explore your own ideas. This is one reason why for a lot of the class projects in the last few years, they encourage you to not just do a copy of the tutorial for the exercise.