It’s not a cheap hobby, but self hosting is fun. Learning more about Docker has made it a great way to learn self hosting. I guess Synology is like training wheels in the self hosting community, but when you only know Windows, it’s a good introduction to Linux, servers, networking, RAID, and a ton of other topics.
The units aren’t expensive when you compare it to the storage drives. I use a DS918+ which has 4 bays, and I have 14TB drives in each one. This is much more space than I need, but you always end up with more than you expect. I’d say each drive is probably $250 each right now.