What is a system that everyone has to build for themselves?

Morality. No "off the rack" ethical / moral system fits an individual without adjustment; we tailor them to ourselves before we can live with them.

Oh wait you meant programming? Path finding. Everybody should work up an A* implementation once just to see how the magic works, and more importantly, how it fails when you make mistakes.

Hmm. Kinda similar, now I think about it.

Everyone who needs it has to build their own personal knowledge management system. Usually a set of ad-hoc unwritten rules of how to manage an organic collection of documents, journals, to-dos, project notes, computers, servers, services, applications, protocols.

I have not seen any single solution that solves the full range of needs, probably because the way a person thinks, remembers, and learns, is so personal and different from each other. (Or is it? Perhaps we just haven't found the right universal conceptual framework.)

Joke: A static site generator. At least that's my theory based on the prevalence of the infernal things.

The last system I built for myself was a Sandy Bridge based system back in 2011. It was the first time I built one completely from scratch. After a month I ripped it all down and sold it on eBay, then bought a refurbished 2011 iMac. I still use that to run Linux.