Setting Up Your Own PDS Is Frighteningly Easy
A PDS, or Personal Data Server, is kind of the core thing behind atproto. The idea is that it's a server that stores all your atproto data and cryptographic keys. Most people just use Bluesky's PDS right now, but this is probably the most commonly self-hosted part of the ecosystem: you can store all your data for any atproto-compliant app on your own server which, in theory, keeps it from getting walled off in an adversarial scenario.
I'm not quite ready to risk moving my own data off of Bluesky's PDS, but I figured today I'd take the first step