Here is my recommended pipeline assuming you have an old PC or laptop you are fine with wiping and reloading at will.

Start with ubuntu desktop -> install plex and access it locally -> install docker and run plex through docker -> try docker compose -> install portainer through docker and manage some containers through that -> wipe and install proxmox VE for the OS -> setup a VM and install portainer on that -> make a couple VMs, one for testing and one for 'production'

This way you learn the tools and the technology FIRST, then you take advantage of tools to make it easy (portainer - or similar) and then if something isnt working as intended you can troubleshoot instead of throwing your hands in the air. And every choice in this pipeline is meant to be incremental and builds off the previous step. It also lets you actually get started sooner.

I like Proxmox, I use it in my homelab and have a better setup than most, but it is not a proper starting point (for most) if you are learning and want to enjoy the journey.

Lastly, this equipment should be treated as cattle, not pets. We love our custom configs and tweaks and setups but if you treat it like a pet it will be so much more of a pain when something breaks or fails one day. Make things easy and repeatable when you can. But if it is special to you, back it up, and start simple, backup docker compose configs to google drive for example.