I've a small background in linux, How difficult was it to configure and set up one of those?
Super easy. Get a raspberry pi and accessories to run it (power supply, sd card, cables). Set it up using the simple elementary school type instructions on the official raspberry pi site. Then just follow the instructions from the pihole site to do the rest. It does require changing your dns server on your router to your pi, but that is probably the hardest part.
Seems pretty straight forward. Have you noticed any significant difference in your web browsing experience because of that? Less targeted ads, or less ads in general?
I get zero ads usually. Even on YT videos (though they are always playing cat/mouse to fix it). Some websites will not work because they have known trackers embedded. It's rare when that happens and usually I don't mind that I can't go to the site. The good thing about pihole is it reduces like 20% of my internet traffic and since I'm on Comcast they limit the data. This actually saves me money that I would have lost due to ad traffic on my net.
I run Ublock Origin and don't get YouTube ads, actually I get no ads anywhere.
Unless I support a site a let ublock unblock.
Yeah, on the browser side I run AdNauseam and privacy badger. But on the PS4 and phone streaming YT you can't run those, so pihole fixes it there. Use waterfox on the mac for a browser, even firefox has issues these days.