“Experiment is the sole judge of scientific ‘truth.’”
Richard Feynman

Feynman was a physicist who won the Nobel Prize.  He invented Quantum Electrodynamics among other things.

He also played frigideira (Brazillian drum) and joined a samba school while he was teaching physics there.

When you’re learning saxophone, you also need to experiment to figure out how you want to play.

You’ll find that ‘rules’ can be bent.  Playing a note that ‘doesn’t belong’ might sound good if you resolve it.

Knowing a lot of theory will not sound good until you experiment.

So don’t be afraid of trying new things, you’ll find some of it works and other pieces don’t, but you will learn a lot about music through the process.