Not supported by any open third party firmware usually, but that's fine with me.
One thing to watch out for is tip grounding, some cheap irons leak a few volts at micro to milliamp level power, relative to ground, which could matter if you solder very sensitive things that are grounded, which you probably don't.
DIY fume extractors are hard to do, you need powerful fans unless you have an arm to put the extractor right above the iron. Also remember that when it's just sitting in the stand, it will still smoke for a few seconds, so the extractor must cover that too.
Those thin wispy activated carbon pads probably aren't doing much, you need actual particulate filtering like a HEPA or similar, but almost anything is better than having the smoke directly in your face with no fans.
Maybe a bit over the top for a lot of situations. I assume folks would acquire these things over a long period of time depending on their projects or what they are repairing. I have a 2-ch function generator coming because after 20 years of bodging stuff together and fixing minor things, I am tired of using the super cheapo one I got back in the day. It takes a while to amass all that crap, but it's fun.
A couple other thoughts: used hemostats are super helpful for a lot of things. for a lot of years I avoided getting any kind of "3rd hand" because I would use combinations of hemostats.
Or jigs- I have a very old piece of wood that has hole drilled for m and f XLR and 1/4 audio connectors with notes about which pin is which. Making tools like that is quite satisfying.
I really enjoy having a stack of stainless steel condiment cups to put screw in- I stack them up during a disassembly and then unstack them as I reassemble.
Also I will say that while I thought building one of those cheap-o oscilloscope kits was a pretty fun practice and I can recommend that, I don't fine them easy enough to use for beginners... the 2-ch Rigol scope I got was not super expensive and felt like the cheapest thing I'd be recommending to folks.
Finally, I have had a lot of mixed successes with desoldering pumps. It took me a long time to figure out that I can only get desoldering braid to work if I put liquid flux on it, but that made it a lot cleaner for me than the solder suckers.
Disclosure: Old person. ;-)
Also, 63/37 tin/lead "eutectic" solder is the easiest to use. Wash your hands after using it, or wear gloves. 60/40 solder is almost as easy, and cheaper. Lead-free is more difficult, especially for learning. Learn with lead solder, then switch to lead-free.
Wearing gloves and washing your hands five million times is more annoying than just using lead free.
And even with perfect precautions, the flux expands and makes it spit tiny little balls, which then contaminates your whole work area with a somewhat fine dust.
RoHS was more about removing lead from electronics as a whole than health risk to an individual from soldering. To put it into perspective, if you lived in a city before the 1990s, you've already inhaled more lead than you ever will from soldering.
But in a non-occupational exposure setting you're not likely to have issues if you solder occasionally even with lead solder and don't take any precautions.
Yes, but buy several. Maybe it's only because I buy cheap crap ones in the first place, but I treat them as consumables.
Kapton tape