The R community misterfpga or fpgagaming is where you get most info (the official forums are amazing too), but it's really quite simple

Buy a DE10-nano from Mouser or Digikey (stick has stabilized, Yay, but prices have gone WAYYYY up -- they used to be $190USD).

With just the base board, you can use most older Arcade cores.

To do anything console-gaming, you need to purchase a RAM module. Misteraddons is where you go for that if your in North America, EU, go through ultimatemister. Get the 128MB. You'll also need either the official USB hub (works like a daughterboard) or a plain old OTG USB Hub (the official one is more robust). Some people buy a case (there's 3D printed ones, and there's fancy aluminum ones), others (like myself) slap the whole thing in an ITX PC case.

Once you assemble the stack, you simply download the misterfusion script to burn the SD card, and the update_all script to grab the cores, and you're off the races (supply your own console ROMs).

Note that it's not a general purpose emulator. If the core doesn't exist for x, you ain't playing x. This is more an issue with arcade titles; consoles are easy - if the core for the console (e.g., SNES) exists, you can pretty much expect that all games for that console will work. The beauty of it is there is NO (read: imperceptibly) lag (you can get no lag [beyond what was present on original hardware] if you go analog to a CRT and use OG peripherals with a SNAC adapter, but it's not a noticeable difference IMO). It's unbelievable once you try it. For me, the litmus test is the Tyson fight on NES Punch Out. It's just... easier when you're not fighting input delay that exists in almost every software emulator out there.

Check the YouTube channel video game esoterica to see what's out there. I love it. Feels just like being on original hardware.