

Proxmox is a Linux distro, so if you’re familiar with Linux then setting it up is fairly easy.
Here is Netgate’s guide on how to do setup PFSense on Proxmox: https://docs.netgate.com/pfsense/en/latest/recipes/virtualize-proxmox-ve.html
It’s fun to do and while being a networking engineer helps, it’s not necessary.

If you live in a northern clime, having your house and your driveway facing south is nice in the winter.
My house faces north and my neighbors across the street always have a nice clean and dry driveway, where mine is packed with snow and ice.