There are some aspects that are at a player's preference, but for the most part, it's a very good idea to follow the standard practice.
As an example where I've seen pros do it wrong, and it matters: With your left hand on the neck, your wrist is supposed to be straight. But some players, primarily those with big hands, instead play with a bent wrist, and let the instrument rest on the palm in many situations. The reasons this is bad: Having your wrist bent like that rather than neutral puts extra pressure on your nerves, and can result in carpal tunnel or other nerve problems. Also, if you don't have big hands, it will make it much more difficult to play notes and double stops that require long reaches.
And then there's the examples where you can choose what's more comfortable: There is a lot of leeway in the exact position of the violin on your shoulder. It comes down to whatever lets you reach the notes without discomfort, and will vary with your size and flexibility. Many players advocate using shoulder rests because it adds stability, which is useful when shifting or doing vibrato, while others advocate equally strongly against because of the freedom of movement it allows. (My case: I find it easier to avoid injury by not using a shoulder rest, so I don't use one). If you want to start a fight on an online violin forum, this is the topic to bring up.
Less controversially, there's the bow hold. There are many, many ways to hold the bow that will limit your playing because it holds the bow too tightly, or too loosely, or don't allow you to use develop much subtlety in your bowing. But there are a few that are well respected, and that will be considered acceptable by any knowledgeable classical player. So while there are several good options, you're better picking one of those than trying to figure out your own.
The trouble is picking out what's important from what doesn't matter when you don't have much experience. A lot of things that work for beginner music will hold you back at a more advanced level. This is why I'd suggest doing it how the pro's recommend.
When you have different pros recommending different things, it takes a lot of research to pick out what to actually do, especially for a beginner. One highly reputable reference is Simon Fischer's book The Basics. It's a good reference to turn to when you are being bombarded by too many options, and don't know what to choose.