I'll admit that I am not too interested in running my own nostr relay. However, it seems like new and better tools for doing this are constantly being released, so perhaps one of these days I'll actually make the jump and do it.

This seems like a pretty good guide for beginners:

• Rent a cheap and reliable VPS from a provider that you trust to host your services. You can rent the smallest available package, in most cases. Pyramid is lightweight and can be host thousands of members on a small VPS. You may opt for a larger package, if you prefer. (Racknerd and Namecheap are popular choices.)
• You will need a domain name for your nostr relay. The VPS you rented may include this. If not you will need to purchase that from a DNS provider. Choose a name that you like or reflects your community's unique traits.
• Locate the software repository on Github or through another source.