I saw a program, very late one night, where Picasso was drawing on some kind of light box, which meant you could see the picture appear as he drew it without his hands getting in the way.
It was very interesting, because about halfway through he had a very good representational image (it looked like what it was representing) but then he continued to work on it until it was a mess of black and lines. The lesson there was that he was an extremely capable artist, he just preferred working in a style that is more challenging.
Picasso and Braque worked in a studio together and were fortunate to have a patron who would come by every week and buy whatever they had made, so they would normally just draw on whatever was to hand. When the patron came to colelct the new works they would just sign half of the pictures each. Many of their works were so similar during this period that it's very likely that a fair number of the pictures in the exhibition weren't even by Picasso at all! It does reinforce the idea that the only way to produce an interesting style is to work at it every single day, even when you're not doing anything very new you are still honing your technique, which is a valuable lesson.
I saw a really good Picasso exhibition about ten years ago. It was quite small and contained a good number of his very early works. You could see the way his style had progressed, and it was a useful insight into his development... A bit like looking through the last few years of Jeph's strips!