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Very straightforward.
https://github.com/RetroPie/RetroPie-Setup/wiki/First-Installation
Though it's much easier just to download an emulator on PC and get some roms.
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I've built an arcade cab using a Raspberry Pi, getting some of the mame emulators to work with arcade controls can take a bit of work but getting console emulators working through emulation station is pretty straight forward. I really like the look of the the NES Classic but if you're willing to put in a little effort it's way better to to go the Pi route, that way you can have Snes and megadrive games too. The main thing is downloading the correct rom packs for your chosen emulator.
Check out Floob on youtube, really good tutorials on retropie and emulators https://www.youtube.com/channel/UCdSu9Y0xAyY8V77vj6mQ-0g/videos
I want a NES Classic but they are hard to come by it seems. How difficult would it be to set up an emulator on a Raspberry Pi? Seem to be guides out there, but I know nothing of coding etc. despite being computer literate.