If you're just gonna be using the server for media, I recommend using osmc or libreelec as your operating system. They're really small and they come with kodi preinstalled so it's the most frictionless way to gather everything in the same spot.
They also make it really easy to set up stuff like ftp, ssh, torrenting clients etc...
And if you're planning on using this with a traditional tv, there's really no beating kodi in my opinion.
If not, then I recommend using Jellyfin since it has a really nice web interface, mobile apps & the setup is similar to the services mentionned in downloading_media.md.
If you just wanna go straight to the files and you plan on organizing everything neatly in directories and/or don't care for a pretty interface then I suggest downloading some media player like VLC.
You can then just mount sftp like this:
gio mount sftp://your_server_ip which will allow you to browse the whole system with your chosen media player.