Howdy! There are very inexpensive buck/boost converters (like
this one, for example) that you can use as a starter bench PSU—you can just toss it in an enclosure, add a couple banana plugs, and it's good enough for basic applications. They also have the advantage of being quite compact and using low input voltage, which means that you don't have to mess with mains power if you're not comfortable with it. The downside is slightly noisy output (because it's a switch-mode power supply), and relatively slow transient response. It's otherwise pretty handy, especially when you're starting out.
Building your own supply is a pretty cool project, quite challenging for a beginner, and full of wonderful rabbit holes you can go down to learn stuff. If you want to get a kit, there are a bunch of classic designs that you can buy off eBay for cheap (like, say,
this one, which I have seen a bunch of times).
If you want to come up with your own design, a search on this forum will reveal a treasure trove of ideas, as this is a topic that comes up very often, and there are plenty of resources on the web—I found
Rod Elliot's website, really useful, because it's well written and clearly explains how things work—you just need to ignore all the warnings about what a terrible idea it is to build your own power supply
.