This work addresses the problem of reference tracking in autonomously learning agents with unknown, nonlinear dynamics. Existing solutions require model information or extensive parameter tuning, and have rarely been validated in real-world experiments. We propose a learning control scheme that learns to approximate the unknown dynamics by a Gaussian Process (GP), which is used to optimize and apply a feedforward control input on each trial. Unlike existing approaches, the proposed method neither requires knowledge of the system states and their dynamics nor knowledge of an effective feedback control structure. All algorithm parameters are chosen automatically, i.e. the learning method works plug and play. The proposed method is validated in extensive simulations and real-world experiments. In contrast to most existing work, we study learning dynamics for more than one motion task as well as the robustness of performance across a large range of learning parameters. The method’s plug and play applicability is demonstrated by experiments with a balancing robot, in which the proposed method rapidly learns to track the desired output. Due to its model-agnostic and plug and play properties, the proposed method is expected to have high potential for application to a large class of reference tracking problems in systems with unknown, nonlinear dynamics.