Personally I use Debian stable but I’d recommend starting with Ubuntu if you are new. I’m using linux fulltime since 2008 if that makes any difference.
The reason is you are guaranteed to find support for a program if there is a linux version.
Most of the instructions online have specific Ubuntu instructions.
The default install is quite user friendly.
You will have access to more packages than many other linux distros. You still have flatpak too if your desired package is not in the Ubuntu repository ( or snap store).
You can always pick a different one later once you have some experience under your belt.
Doing this you will be able to become familiar with APT the Debian package manager. Used in Debian, Ubuntu, Mint, Raspbian and other Debian derivatives.
Getting the concepts here you can then just learn the differences if you switch distro such to an RPM (Different package format) based distro such as fedora.
In short use Ubuntu for now. Experiment and read up about it so you can build your knowledge. We are a community that like to share and learn. Also as a general rule backup your files before you install it and after you have set it up how you want. You can easily just copy the whole home directory for this 😉
The distro doesnt matter but it should not get in your way. They can all be made to look and act the same for the most part. The focus should be on knowledge. Linux is like digital Lego you can pick and choose the parts you like and layer them together.
I use wireguard and nginx but I set my WG DNS as the server ip. I have adguardhome running on the server and have added the external domains to map to their LAN address so they resolved locally when using the vpn or the LAN. A similar setup should work for you.
Personally I just use a web directory for my roms Company/Console/Game and search with ctrl and F. I can download it from a browser or wget in the terminal.
For artwork I have the steam ROM manager on deck or the emulator on desktop usually does it eg ppsspp
Unless its NixOS or something like silver blue or QubesOS they’re all basically the same. If you want to mess about try some different ones in a VM or on a live CD or USB. That way you still have your daily driver working when you need it