Are you talking about literally making a console, or just plugging one into your computer? Because like, I guess you could make your own console. And I'm not gonna say you can't do it on your own, because you could, it just takes a lot of time and dedication. I've worked on a couple indie game projects with friends, and they all just never ended up happening, even after months of work, because people would always flake, and nobody knew how much dedication it would take. So, keep that in mind!!