Hello so im trying to learn how to setup a server that:
- Host some lobbys/logins( it needs to be able to run parts of the game itself)
- Cheat prevention
- Also im looking to learn more about creating online databases and how to add/fetch data with a Unity application.
If anyone know of any books or other stuff that teaches some or all of these things please do tell^^
Trial and error 
Hosting a server is not that difficult, just buy one with your OS of choice, upload the server binary, run it, done.
Cheat prevention is a huge topic. If you simulate all logic on the server, then people can’t cheat as long as you validate inputs etc. If you allow the client to take care of some logic like movement, then people can cheat by reverse engineering the client. For example, if you allow the client to take care of movement speed. Let’s say the client is supposed to move 1 meter per second. A common cheat is to speed up the client’s clock, so that time runs twice as fast, hence the client would move with double speed. This can be avoided with anti debug measures, packing, virtualization, etc. This can be circumvented by reverse engineers again. In short, everything that the client is allowed to do will probably be exploited by a hacker if your game becomes popular enough.
For online databases, you could start learning (MY)SQL and go from there. Or try SQLITE, which is just a file that you can put onto your computer and use like a SQL database.