I started out running HA in a docker container on a NUC (everything configured in a docker compose file). Documentation around everything was pretty poor at the time (I'm not sure if this has improved since then), so I ended up feeling too confused on where to even begin expanding from vanilla HA.

I ended up picking up a RPi 4 (and SSD and enclosure) and have been happily running HA OS since then on the Pi. If that ever fails on me, I may go back to a docker instance.

I'd recommend you try whichever is the most convenient first (probably the docker approach, unless you already have the Pi on hand). Give it a month or two, try to setup up a few things you're interested in, and then decide if you're satisfied with that setup or want to try the other option.