I’m a bit more old school in the way I do things, I usually read through the documentation first before installing software to ensure I optimize it to the fullest, however, writing “setting up Jellyfin/Sonarr/Radarr” in the YouTube search bar will lead you to a detailed tutorial for your respective operating system.
If you’re completely new to self-hosting, install Ubuntu Server. If you’re a bit more experienced, go with Debian.