Depends on your experience, hardware, and other stuff.
You could easily use Debian or Ubuntu server and install Docker if all you want is those listed services installed on unRAIDed drives.
You could try something like Dietpi (which is what Ive used since I started self hosting) which simplifies a few things and gives some helpful scripts on top of a basic Debian installation. It's a simple setup but still just plain ol' Debian so easy to set up however you like.
You could use something like CasaOS or ZimaOS which offer Web interfaces and integrate with docker for those with a "no tech" background up to technical users.
ProxMox is an option, but takes a lot of learning proxmox-specific stuff and IMO might be a bit overkill for your first server.
Personally, I'd go for something accessible to your tastes because everything nowadays has some kind of "easy setup" path for Plex/Jelly + Arr. Once it's set up, use it! Then once you need a big change for better hardware or more bespoke software setups then start digging into more fancy setups.