Ask yourself if you want to build a machine or a control system or mechanics. You can do all of that but it will probably take 10 years to finish. Choose what you want to build/design yourself and what you want to buy. You can either use an existing playfield or build one. Similarly, you can build a control system or buy one (P-Roc or FAST or OPP). Same for all the pinball mechs.
Have a look at the Mechanics and Hardware section of the MPF documentation: http://docs.missionpinball.org/en/dev/ to get an idea of all your options.
Jan