To add to what vanblah said, theory is not rules. If that was the case, that's what it would be called. Theory should be viewed as "stylistic guidelines," which work well in the majority of cases. History is filled with pieces which "break the rules."
Theory books are always written after the music. By studying great examples, you can start on the path to finding your own voice.
I do disagree, however, that learning too much theory can take the magic out of music.
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