i'm not sure what you mean by create your own server. you could create your own server on your computer but it'll take some technical know how to make it accessible to the outside world. all servers that aren't your computer are hosted in some form or another. there are varying degrees of web hosting from some that just give you a small slice of space on the internet to those that give you an actual server.
to have a website with processing.js, at a minimum you'll need a hosting service that allows you to upload files to a public folder using FTP. some hosting companies will provide a domain for you eg yoursite.thecompany.com and others will allow you to register your own domain. personally, i'd recommend a "shared hosting" service which usually runs anywhere from 5.00 to 10.00 dollars a month but should not cost you more than 10.00 dollars. You'll also need to purchase a domain, usually you can do this from the same company, and often they will throw in the domain with your hosting for the first year for free. Otherwise the domain will cost 5.00 to 12.00 dollars per year. Not a plug, but an example, the first one I used was Dreamhost:
http://dreamhost.com/web-hosting/
processing.js has a lot of different ways it can be implemented. the simplest way to get started is the following:
1) Design a sketch using the Processing IDE in Javascript mode.
3) Next, create an html file with a text editor and put the following in it:
<!DOCTYPE html>
<html>
<head>
<title>Your-Sketch Title</title>
<script src="processing-X.X.X.js"></script>
</head>
<body>
<canvas data-processing-sources="your-sketch.pde"></canvas>
</body>
</html>
Where X.X.X is the version of processing.js you downloaded, and your-sketch is the name of your sketch.
4) Locate your-sketch.pde by going to your sketch folder on your computer.
5) Upload
processing-X.X.X.js, your-sketch.pde, and your-sketch.html to the public folder on your website via FTP. Most hosting services have a web FTP client that you can use, else download one from the internet.
