Playing devils advocate, if you were able to learn your native language with out an understanding of the grammar, why can't you learn a foreign language?
I was forced to choose a third foreign language back in school. I ended up with Latin (bad idea btw, completely useless), so I had my usual German lessons (native language), English lessons (since 5th grade) and Latin (6th grade).
When you constantly switch between those languages in terms of grammar, you realize how different those languages are. I didn't realize that in the beginning and I still have a habit of translating sayings from German into English that just don't make any actual sense.
If you really want to learn a language, you need to learn the grammar, even if it isn't any fun.
The usual explanation is that younger people, especially small children, can pick up languages without explicit knowledge of the grammar better than older people can. There's some controversy about whether there is a narrow age range after which it becomes difficult or impossible to acquire native-level proficiency through immersion or whether the decline in that ability is gradual [0]. But there's a pretty strong consensus that there is a decline for almost everyone.
While adults can learn second languages, very few can just pick up the grammar as they did with their native languages as children. For most adults, if we want to learn how to speak and write a second language with reasonable accuracy, we have to study the grammar explicitly. Practicing in immersive situations also helps a lot, of course.
You can! But it’s not necessarily the most efficient way if you already have a native language to build on. It takes children years of full immersion to reach that point.
Perhaps it depends on the language you start with and the one you learn but small children seem to pick things up very rapidly by immersion.
It took each of my children roughly six months to learn Norwegian from the age of three when they went to kindergarten. We kept them at home until then to make sure that they would be fluent in English, then sent them to kindergarten where they learned Norwegian without any formal lessons at all, and within a year they were indistinguishable from the natives.
