Hello and welcome 
You can absolutely start with the Raspberry Pi, but it’s not what’s recommended or the most reliable for the long term, whether for Home Assistant or Gladys by the way 
.
The best is to go with a mini PC directly as recommended by @pierre-gilles
You can buy it yourself or go through the starter kit:
Which dongle did you buy?
For info Gladys is not compatible with Thread but is compatible with Matter.
By the way I’m discussing Thread with a compatible key (slzb-mr1) on this topic to see how we could integrate it into Gladys if @pierre-gilles agrees 
:
https://community.gladysassistant.com/t/mise-en-place-openthread-avec-la-cle-slzb-mr01
But Gladys is fully compatible with Zigbee thanks to the zigbee2mqtt integration