Can I make Wi-Fi myself?

I'm curious, is it possible for an individual to create their own Wi-Fi network? I've heard of people setting up routers and modems to access the internet, but can someone actually generate their own Wi-Fi signal without relying on an existing internet service provider? I'm interested in understanding the technical aspects of this process, if it's even feasible. Could you elaborate on the steps involved, or if there are any limitations to creating a personal Wi-Fi network?