Honestly, for somebody running a personal server, ufw/iptables/etc tend to not be relevant for any direct security. Basically nobody is doing anything for outbound rules other than ACCEPT, and for inbound... people can only connect to services you're running on your public interface. So for most people, they'd just be setting up ufw/iptables/etc to allow traffic to the set of services they're running (ssh, a web server, etc) anyways.
That said, I do think there's some value in understanding what your server is running and what it's exposing to the network, and setting up firewall rules is one of many ways to build familiarity with that.
fail2ban is just junk, and shouldn't be running on any modern system.