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Cheap boards like the ESP-12F (ESP8266) allow you to remotely control a device or receive sensor data, like that from a DHT11 temperature-humidity sensor. Instead of paying a lot of money, you can flash your own firmware on a device and make your own custom IoT device.

MQTT is a messaging protocol used to communicate with the device. You can use something like Mosquitto to communicate with your new IoT device. It is lightweight protocol and easy to work with.

You'd use something like an ESP32 – which has Bluetooth – if you want a simple BLE beacon, otherwise if you don't need Bluetooth then an ESP8266 device would likely work better.; If you want to look at related videos, I'd suggest looking at the YouTube channel Andreas Spiess publishes with various devices. He has a few videos on BLE and ESP32 (ex: https://www.youtube.com/watch?v=KNoFdKgvskU) where he goes into detail.