I host in the way that you describe: “service.domain.com”. I use Cloudflare, docker, and Caddy.
I don’t remember any pit falls off the top of my head. Make sure to use HTTPS (port 443). Everything on http is basically open for everyone to see. Caddy should set that up for you automatically, tho. I recently moved to Caddy from Traefik, it’s an awesome tool.
Oh, here’s a pitfall. One time I opened a port, #22, for ssh access to my server. I installed fail2ban on my server. One weekend I looked at my logs and found I’d banned hundreds of IP addresses. Some bot found my open port and then begun attacking the login with some kinda rainbow table. I moved the port from the ssh default to something else and never had a problem since.
Also, and this isn’t a requirement but just useful, I set up a VLAN for my selfhosted server. It’s firewalled from my local network. That way, if someone access’ my server they don’t have access to my whole network.
So, tldr, have fun and midigate risk where you can.