Being your own boss!
All we need to do is create a root key (Certificate Authority key) and a descendent key (what you will use on your server). Both are just keys, nothing special. Then we need to create a root certificate, we do this by signing it with the root key. Then we need to create a descendent certificate. This is signed by both the root, and the descendent key.
We will use 'CSR's which are 'Certificate Signing Request's.