This seems like a solution in search of a problem (but that is how I make most of my decisions with tech haha, so don’t let that stop you if you want to familiarize yourself with PFsense).
PFsense does have the capability to do adblocking but if I were you I’d stick with Adguard Home even if you do use PFsense for your Firewall/Router. PFsense is a great OS, it is going to be more complex than your run of the mill router firmware which is a double edged sword (more power & flexibility, more responsibility) but it is not too complicated and there are tutorials out there for most things.
Also should I get a domain too? So I can have my own for making an email address and to set up pfsense?
These are unrelated questions. You could get a domain if you like, but it is a separate consideration not affected by your choice of firewall/router operating system, you do not need a domain name for pfsense.