Bootlin's embedded Linux class is fantastic and will teach you how to do all of this--uboot setup, building a kernel and root fs, etc. All of the materials for the class are free downloads so if you're motivated you can read the slides and follow it all yourself. I highly recommend it: https://bootlin.com/training/embedded-linux/
Same here. I appreciate the projects like OpenWRT that make this kind of thing possible for mere mortals like me. I flashed OpenWRT onto an old Verizon combo DSL modem/router[0] and now it's a VPN endpoint. I think the most complicated part was uploading the initial firmware via TFTP. But it looks like you can now just use the web interface, so it's even easier. Props to the people who figure this stuff out and make it available.
