There's an old saying, "In theory, there's no difference between theory and practice. In practice, however, there is."
You can get really far with pure simulation, further if you write the simulation yourself (no better way to learn all the important variables than to implement them) but at some point you need to experience the messy reality, where stuff like tensile strength and friction live. Where you need oils and lubricants and vibration damping.
I build a lot of robots. I can see two from where I'm sitting, three if you count the laser galvo system. Some of my best are complete Borg creations.. mismatched pieces, wires hanging off, random scrounged parts... and they hurl themselves into the air with astonishing fury, because (with power to weight ratios being what they are) what you leave off is just as important as what you put on.
Now, I realize I'm in a privileged position, and I've been collecting robot pieces for a long time now (in a society which throws away useful components all the time) but I started small, by collecting broken things, taking them apart, and seeing if they could be repaired, or scrounged for parts. I have a "parts bin" of old broken radios and computers that saves me immense time and cost when I just need a 10uF cap, or a 100K resistor, or a bit of wire.
And remember, robots don't _have_ to be made from electric motors. How about hydraulics driven by boiling water with toaster wire? A miniature steam-engine doom tank? Moving fluid drops around with electric fields? I've seen remote-controlled planes powered by rubber bands.
Use what you have, because the engineering challenge is the same. Time and interest are your greatest resources.
After a while, you realize "The Robot" is an idea in your mind, and the physical version is just a shadow of that. Bits break and fall off the "real" one all the time, but like the Japanese Temple, you can replace or upgrade every part and yet still it's the "same robot" so long as you remain committed.
Incidentally, one of the best "robot simulation" systems I've seen is the game "RoboCraft". You build driving/flying/shooting vehicles from minecraft-like parts, and battle! The physics simulation is good enough to properly represent driving a half-exploded tank on it's remaining wheels, and teach you why redundancies are good.