>>2925959 (OP)My dad did it on his own, and many people here have. They sell diy kits, heaters, benches, even the wooden pillow things etc.
First ask if you really really want one. Decide on the volume and rough design, then pick a matching heater (check the electrical requirements - in Europe you can’t always get 400V which often limits you to ~4kW unless you get a perilex one). Don’t get a heater with the same nominal current as your breaker, most electric ones take way more power for 10-20 seconds when you dump water on it. Position the heater so that there is no way to touch it directly or you’ll enjoy some severe burns one day. Also no exposed screws or other metal you could touch (it gets hot)
Get the right wood species (Fichte, aspen or red cedar) or it’ll crack apart in all directions when you first heat it. And cover it not like mr gym bro in your but put an actual roof over it to protect it from rain
Other than that it’s not too hard to do imo