Youtube has loads of tutorials. First decide on the always on device you want to have HA on, are you gonna just focus on HA or self hosting other things as well? So that will affect your choice for HA installation. Easiest for sure is HA OS it self rather than in a VM or Container. Then decide a Zigbee coordinator you wanna get, i have the Sonoff Dongle E so that works with zigbee (and technically it can also do thread but my setup its zigbee only). Tbh everything is on youtube, like people showing you how to install what devices to get, how to pair devices ideally etc.

Just so happens one of the creators i do watch uploaded a guide recently https://www.youtube.com/watch?v=Z4gvkmJ8q48

1) any mini pc will do, you don’t really need high spec to run ha. I was using raspberry pi 2 6 years ago.
Try with your old laptop/pc and test it out

2) matter’s still not mature enough yet, there’s a bunch for matter over wifi but very few over thread
Sonoff dongle E can work for both zigbee & thread

3) ha -> main hub, works offline
Alexa > voice assistant, main hub is in the cloud (online only)
You can now diy your own smart şpeaker that works locally

1. You can use any cheap mini PC (old intel NUCs etc), people aim for power efficiency here since its 24/7 on.

2. Thread is not really "better" than Zigbee, its pretty much the same BUT they are trying to standardize with Matter. The thing is those are all radio waves, so usually there isnt any device that has compatibility for all types of protocols. You will see way more Zigbee products on the market hence why i would still recommend them, and since HA is what youre interested in, shouldnt even really care about "matter" because HA accepts pretty much everything. There are devices that do both thread and zigbee (Dongle E) again a thing to consider is that, you should commit to one over the other, your dongle sends and receives data but your devices like switches bulbs relays or whatever youre planning on getting need to also relay the signal to the next device and so on. Zwave pretty much forget about it larh, MY market penetration is super low and devices are usually much more expensive.

3. HA (ignore "Green" thats just the physical device) is the brains of everything, everything should go to it and if you want to use other platforms, it should come out from it. So my case, i have HA, everything goes into it, zigbee wifi stuff, energy meter readings etc BUT i use Homekit Home app to interface with the switches, so i set it up on HA to bridge stuff into Homekit. I have also done the same for Alexa because i have their speakers just for announcements but i bridges the switches etc there as well just in case someone wants to say Alexa turn on this or whatever. So usually Echo is supposed to be the brains of an Alexa home (with Amazon cloud doing heavy lifting) BUT in homes of people that have HA, its merely a device to interface with the switches or devices that are already in HA if you get what i mean.

No, still for zigbee mesh only
Needs thread for matter