@dirtycommo There can be a lot of parts to it and get a single one wrong can cause problems. But most things are not that hard to get right and once you set them up once, maintenance is generally easy.

I can very much recommend the Mailcow suite as an easy in to hosting your own mail server. That's what I've been using for years and it's worked very well for all this time.
For testing of your setup I can very much recommend this site: https://www.mail-tester.com
If you get a 10/10 there, you're all set, if it's less: Needs fixing.

Otherwise: IP and domain reputation is important. Newly bought domains will have problems sending mail, they need to be somewhat older. And IP-wise only datacenter IPs work and blocklists block entire prefixes, so something like a cheaper VPS is more likely to be in a prefix with spammers and get blocked.
I run mine on a dedicated server and ever since moving it there, I didn't have a single blocklist issue.

Otherwise: I can only encourage you to give it a shot. Self-hosting my mail remains one of my favorite things.