My dream is to one day have a setup like this. Like others said, humidity and heat in a greenhouse are 2 big concerns. They make all kinds of automated systems for opening vents, etc.

If your primary goal is growing in a contained area to keep pests away (vs. needing to really keep the space warm in winter or something), you best bet could be a hoop house. Basically you can drive rebar or fence posts into the ground, and then arch something (pvc pipes commonly) from one side of the space to the other. You’d then pull plastic sheathing overtop. Those are commonly used to get growing started in early spring and extend growing in the fall. When it’s warm enough, they basically roll up the material. You could do something similar but still have a structure of chicken wire or netting or something to keep animals away.

If you actually want to keep the space warm to grow in the winter, you might want more permanent walls with better insulation, like double walled polycarbonate.

Another thing to consider is water. If you have a greenhouse next to your house, you don’t want rain that falls on it to direct water to your house’s foundation.