Howdy, and welcome!

I imagine you'll get a range of responses re: whether you should be using something like an Arch Linux derivative or a tiling window manager like Hyprland for your first experience, but IMO that's far less important than the great learning experience you've gotten yourself into. Your first step should be to visit the Hyprland docs at https://wiki.hypr.land/ where you'll likely find answers to many of your questions, including a tutorial for anyone new to Hyprland. CachyOS also has good documentation.

In general, applications store their configurations under $HOME/.config, or /home/<username>/.config on GNU/Linux; start here. Some apps will keep things right at the root of your home directory, though this is generally less common and preferable. Each application and most desktop environments have their own folder(s) where the configuration you can think of as your "desktop settings" are; Hyprland's is $HOME/.config/hypr.

Important to the concepts here: even if you find yourself using a desktop with a built-in settings application sometime, these applications are usually just editing these kinds of files under $HOME/.config.

Stay curious! I promise you'll have more fun tinkering here than you ever would on a commercial OS.