You can learn it yourself. Obviously, proper O&M training would be ideal, but if you're in a part of the world where you literally don't have access to it and it's not an option, well, then it's not an option.
That said, you should try and learn proper cane technique as best you can. They're the standard because they work well, and you don't want to pick up unsafe habits. I would look for some books on orientation and mobility and cane travel technique. O&M is more than just cane travel, it's also about learning to use other environmental clues to orient yourself and navigate the world.
You could start with this article from the NFB:
$1The main thing will be to really focus on establishing good technique from the beginning and then practice, practice, practice. The biggest "risk" is that you end up practicing an incorrect technique and train yourself to do something that is unsafe. Bad habits can be really hard to unlearn.
See if you can get a sighted friend to study up on it and join you when you go out with your cane the first few times. It won't be the same as having a qualified instructor, but a good friend to accompany you as you learn and to make sure you're safe when doing so could help a lot, for moral support and peace of mind, if nothing else.
**Edit:** Oh, and as for the cane tip, personally I think the rolling marshmallow tip is a good place to start and then learn the constant contact technique (it seems a little easier). Your cane length should be at least up to your armpit, many people like them longer.