Charles Ives was a composer who wrote music that was considered avant garde in its day. His father is rumored to have taught him, “you must learn the rules first so that you will know how to break them”. This is especially true in music like jazz, where you are constantly expected to be creative. Following the rules all the time would lead to predictable and boring music. Paying no attention whatsoever to the rules could easily lead to music that was ultimately boring in its randomness.
There are many rules and conventions that have been presented here. There are no criminal penalties associated with breaking any of them, however. You should experiment as much as possible to find new ways of doing things. The rules of harmony presented here form a framework, but it is not a rigid one. I have already suggested that the manner in which you utilize these rules will shape how you sound. How you break the rules will similarly help define your own style. Experimenting with the rules of harmony is just the beginning of individuality, however. Look for other non-traditional ways to express yourself. Try hitting the piano keys with your fist. Try overblowing your saxophone. Try removing the first valve slide on your trumpet. There are an infinite number of possible things you can do with your instrument.
Also, expand your listening to include other types of music such as classical or reggae, and see if you can learn from them and apply those lessons to whatever you play. It is severely limiting to think that all jazz music should consist of 32 bar songs, walking bass lines, swing ride cymbal patterns, and head-solos-head forms. The world does not beat in four-four time.