As with most things: it depends…

If you’re in a country where ISP’s freely give out user info, I’d say you should have a VPN.
If you’re on a private tracker, you might not need it, but you never know if the people hunting pirates managed to get in there too.
I don’t use one as our ISP’s mostly throw those letters in the trash and I’m in a private tracker, but your mileage may vary.

To get started, you only need a server (like Jellyfin or Plex) and a torrent client. Then you can automate it with the .arr stack, such as Radarr and Sonarr, race others with autodl-issri/Autobrr, share your media with friends and family with open ports (not recommended) or Tailscale/Netbird…
It gets as advanced as you yourself want it to be.

Feel free to ask if you have any questions, not just about piracy but how to set things up in general.
Good luck, and remember to have fun while doing it. If you don’t, you won’t bother keeping it updated and working in the future.