The problem is not setting up your own email server (this is relatively easy), it is getting all your mail into other people's inboxes. Basically the big players these days (I am looking at you Microsoft) just treat any mail coming from a private server as spam. Even more frustratingly they don't do it consistently, just frequently enough that you can't rely on anyone getting your email.

After running my own email server for 15 years I gave up a couple of years ago and paid for someone else to solve the nightmare of dealing with the big email gatekeepers.