Challenges: Firewalls, networking, routers are largely blackboxes to me, so I don't have a ton of knowledge of concepts / terminology.
QNAS does have a guide:
https://www.qnap.com/en/how-to/faq/article/what-is-the-best-...
However, I want to stress the following points:
0. Do not use a NAS as your only backup, and definitely back up data only on the NAS to another location (cloud?). 1. Do you need to access the NAS from elsewhere? Do you REALLY need it? If yes, consider setting up a VPN, but no matter what you do, do not expose the NAS directly to the Internet through your firewall or a cloud service. 2. Enable automatic updates - there are enough vulnerabilities in these boxes that it is worth patching first and asking questions later. 3. Depending on the data you store, consider encryption. For example, if you only use a NAS to do Time Machine backups, encrypt your backups. Most NAS boxes also support encrypting entire drives, which is very practical if someone steals the box away from you physically, but will not add protection to attacks once it is powered on.
Some very basic discipline will protect you a long way.
Beyond that comes the realm of the dark wizards of HN.
If you like to learn about firewalls try this sword
https://wiki.ipfire.org/what-is-ipfire
but be warned, it is enchanted with paranoia.