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"Esoteric teachings" is somewhat broad and could include many things. 

Taking an overall view, there is no formal or jurisprudential requirement within Islam that esoteric learning be conducted through a teacher. (Some specific groups, like some Sufi groups, may have their own view, but I am speaking from an overall perspective.)

That said, it is generally easier to learn any subject through a teacher, and there is a virtue to the tradition of person to person transmission of religious sciences, including esoteric sciences. Virtually every religion and group worldwide passes on these things on a person to person basis, rather than in a depersonalized manner. There may be other advantages to having a teacher as well, just as, in mundane life, there are other advantages to having a teacher (for instance, in mundane life, the teacher may help with networking or write letters of recommendation). 

When dealing with esoteric or spiritual matters, it is also helpful to have someone who can offer oversight or guidance because, due to the nature of the subject, some people might fall into psychological or other problems, such as delusions, and so it is helpful to have someone offer a reality check. 

However, sometimes one doesn't find a compatible teacher. When discussing esoteric or spiritual matters, given the nature of the subject and the close relationship that occurs, there is also the challenge that it is difficult to determine the reliability of teachers and sometimes there is some fraud or abuse. Teachers are also not infallible and may go towards an unhealthy direction over time.

So, basically, it is good to try to learn what you are seeking from a teacher. However, if you can't find a suitable one, you can pursue these things on your own.

When people seek greater learning or insight of a spiritual or esoteric nature, there is also a certain spiritual machinery that operates in our world that also might facilitate certain types of learning. For instance, at the least, one might attain some blessings or guidance from the Prophet (S) or awliya (A). However, again, it is good to be careful about falling into delusions. (For instance, someone who is imagining they are having daily conversations with Imam Mahdi, is probably imagining that they are having daily conversations with Imam Mahdi, or conversing with something other than Imam Mahdi.)

Regarding types of esoteric learning historically associated with Islam, and, in particular, the Imams of the Shi'a, one could look at the writings of M. A. Amir-Moezzi. The Encylopaedia Iranica has a few entries on this as well, if you search it. 

I am sure there will be some other insights from contributors here on this, but I thought I'd add a few thoughts.

May Allah bless and assist you in your quest!