That's pretty cool, I started out on piano too but I've never done any theory exams.
I guess if that's the way that works for you that's fine, I just find it annoying when you meet a guitarist who doesn't even know what notes they're playing, or how to theoretically form a chord. Key signatures will come with practice, my friend.
I mostly listen to indie rock so that's generally what I end up playing a lot of the time, or I try to write stuff like it. The last thing I learnt was You! Me! Dancing! by Los Campesinos and that was fun.
Whst about you? What sort of music do you listen to?