Here is an exercise that will help you understand that "personal style" is a combination of concept and execution. I will use Miles Davis as my example.
1) Read all you can about the "cool" period in Miles' career. Take note not only of the technical aspects, but the historical context (artistic, social, political, etc.) during which this style developed. This will hopefully show you the various factors that contributed to the style. It might also show you the level of reflection, experimentation, and creativity that Miles' needed to undergo before this concept became fully formed.
2) Listen to the recordings from this period. "Birth of the Cool", "Kind of Blue", etc. Try to make a connection between the concept, and how this is articulated in the actual music. (As an additional assignment, differentiate Miles' original concept and execution of "cool" with the way the term is applied nowadays.)
This might show you how Miles developed the "cool" style, and give you a clue of what you will have to undergo to develop your own. While one must listen to (and if possible play with) the masters within ones stylistic orbit, and try to understand their conceptual foundations, there comes a point when an artist must develop his/her own philosophy/concept/approach, and work out how to execute it. Some components of this process may take lots of time, others may come in a flash. Sometimes the process is evolutionary, sometimes it is revolutionary.
Take your time, study, listen and play as much as you can. Then when you are ready, make your move, then look ahead.
