If you are familiar with C#, just follow steps in this link and you will have C# server with MS SQL database http://www.nakov.com/blog/2015/05/28/free-asp-net-mvc-hands-on-lab/
First figure out what OS you want to install on it. I'd recommend learning Linux because it's the industry standard and is vital to know. If this is a home server you'll probably need to buy a static IP from your ISP. Once you have the server up and running you need to configure it with your static IP. Then you'll want to learn how to secure your server. Read up on good security practices like managing incoming requests and ports (IPTables). Then you'll need a webserver such as Apache or Nginx. Pick one and learn it. Both have their pros and cons.
