Thank you for commenting and asking the questions! You’re never the only one wondering about these things but someone needs to actually dare to ask instead of just scrolling past!
https://privacyguides.org is an amazing resource, often with links to further explanations of concepts.
Why bother setting up a hosted DB server when you can get all of the RDBMS optimizations in an in-process service? DuckDB is pretty cool
https://duckdb.org/