Buy an nvidia shield. Install retroarch. Find ROMs and put them on a USB drive, plug into shield. Pair any Bluetooth controller(s?). Play all the games.
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It'd be less than half the price to buy a Raspberry Pi 4 and you can even get a custom case.
Typically Amazon or Ali Express. RetroGamesCorp has created a couple review videos on them.
Even then you could get an old computer (or laptop) and install Lakka on it and just download the ROMs yourself. The whole setup process can be done in a weekend. After that you could just get some cheap knock off Xbox 360 controllers.
Looks like someone is ready to start enjoying retro gaming! For real beginners I recommend Data frog SF2000, for about €15 you get device that can run 6k games (and it arrives with RCA cable too) and doesn't require poking Retro arch settings. Once hooked you can search and find dedicated device that can run more advanced consoles, can be plugged directly into HDMI port of your TV, etc.