Making art does mean making whatever the hell you want.
No it doesn't. Art is communication - if you fail to communicate what you want to the audience you are aiming for then you have failed as an artist. If art wasn't taught we would still be at the stage when people would draw crude drawings on cave walls, and bang rocks together. Whatever art one enjoyed, it is build of hindered of years of progress and learning. You can set any objective you want, but we live in pre-made world, and make art to communicate with pre-defined people. You always work within confines of physics, and psychology of people you will communicate with. There isn't really such thing as making art for yourself - a piece of music is to be listened, poem or book is to be read, movie is to be watched etc. If one makes art just for his or her own entertainment for making it they are not artists. Just as a cook is not really a cook if someone fries meat because they enjoy the activity, and not to craft a meal for someone.
