Generally, Linux Servers are best administered from a command line. At least in the beginning to set everything up. In turn they are faster on lower hardware as they dont even have a graphical desktop at all so need less resources. You could of course install a windows server OS. They can be fully administered through Remote Desktop and a GUI.

There are multiple projects to make self hosting more accessible (like casaOS). They automate many steps of the setup and then offer you a webUI for further steps. Maybe have a look here https://github.com/awesome-selfhosted/awesome-selfhosted?tab=readme-ov-file#self-hosting-solutions

Not necessary with /* Only needed if you do rm -rf /

You can install packages from other places and create your own (and then install them). The distro maintainers have one (or multiple) list of “approved” software but you can add as many lists as you want to your package manager. Often software developers will have their own package list that contains only their own software and if you install it you have to add that list to your package managers trusted software locations. In that sense it isn’t really better than going to the developers website and downloading an installer on windows but it is quite rare you have to do that

Addresses change all the time. Especially big websites will have many addresses for the same name and depending who (or from where) someone is asking for the name, they will tell them a different address. That way someone from Europe will connect to a server in europe and someone in the US to an american server. And cloud providers will have hundreds of addresses that they reuse and rotate for many customers.

Also to reduce the number of name request, the DNS system will cache answeres (save the answer and use it again later). If I ask for the address of Lemmy.org, they then change their address and I ask my DNS server again, I will get the old outdated address again.

There is also the question of who is actually in charge of answering DNS requests to a specific name.

All in all there are a lot of moving parts and for some reason people seem to be bad at managing their DNS records so when something breaks, very often it is because of DNS. (But also because DNS is very fundament so any problem with DNS will have a big effect so it is more noticeable)