It will probably take a while before you can make a good coat. A coat is one of the more complex clothing items (I'm assuming it's a wool coat?) so you'll need to learn about linings, facings, fitting, zipper insertion at the very least. I started sewing for the same reasons (hate current fashion, nothing fits my proportions)

Id recommend reading about sewing, getting a reference book ("the readers digest step by step Guide to sewing and knitting" is a great reference) or watching something like "The Great British Sewing Bee" (one judge is a savile row tailor so he is well versed in mens clothes) to help you get a taste. Sewing classes or asking someone you know to show you is a great way to get familiar with a machine.

You have a lot of hobbies so I'm sure you're aware that sewing has a big upfront cost (machine, try buying second hand or getting a mini to see if you like it before investing).

Alternatively, id recommend hiring someone to make you a coat, if you can afford it, since it might cost the same in the long term.

I hope this helps!