The official documentation has some guides on setting it up in a few different ways, although they assume the user is decently familiar with Linux/terminal commands and such. There might be some more beginner-friendly guides out there, though.

https://jellyfin.org/docs/general/installation/container/

I switched from Plex to Jellyfin a while back and I’ve been very happy with it.

depends on your distro.
an internet search like “debian jellyfin install” should point you into the right direction.

if in doubt or having trouble: there’s a friendly linux community around the corner.