Hardware Design

"I need someone who can tell me the target impedance for the peripherals I am using"

That depends on the signalling technology used. Some lines will be LVDS or SSTL or HSTL and may require explicit
single ended or differential impedance with termination (either internally terminated or external termination resistors).

Simple LVCMOS OR LVTTL lines don't require any explicit impedance characteristic.

Your peripheral datasheet will provide such info as to any expected impedance control on interface lines.

"I have not found a datasheet that says what capacitors I need on power pins, or things of the similar nature."

No real datasheet will be that explicit. You are expected to design a power supply that provides the required
steady state voltage and current, and dynamic current, to keep the power supply rails within tolerance. It is up
to you to chose the values and types of capacitors (both capacitance and ESR) to meet those goals.

The power distribution worksheets that Intel supplies are a start but just that. Only a start.

"I do not want to have someone build it for me. I want to learn and build it myself. I need to learn."

What you built before was a go kart. Pretty simple and very forgiving. Now you want to build a Tesla.

I suspect your ESP32 project was a pretty simple 2 or 4 layer board.

I suspect using your target AGMF039R47A1E1V device (which has something like 4500 pins...) will require a 24-32 layer board.

I have built boards in the past with 4000 pin ASICs and we used 28 layer stackups to breakout all the signals and power planes.

Just for yucks I googled the part AGMF039R47A1E1V and came up with the following document from CERN.

I don't know what kind of resources or team you have to develop your design. I hope it is not just you.