The tutorials provided by VPS providers like Digital Ocean are a pretty good way to learn how to setup a VPN or any other common webservice yourself. They have a pretty well maintained library:
Stand up a few useful services around the home and harden them. Stuff like Plex/Emby, Paperless-ng, *arr's, etc. Self hosting is addicting and one of the best teachers.
https://www.digitalocean.com/community/tutorials/how-to-crea...
etc. I'd also second a recommendation of wireguard over OpenVPN - it's far simpler to configure too.