Thanks to mmolitor87#7314 for helping me out on /r/admincraft's Discord server! I just rewrote what he said to make a nice and tidy post, to make it easier for me (and other users) to setup Proxmox on a new machine
In this tutorial I will use Windows Bash (via Windows Subsystem for Linux, running Ubuntu), but this tutorial will work with an Linux distro too.
First, go to your dedicated server dashboard and install Proxmox, SoYouStart (and OVH) has an option install Proxmox directly from the dashboard on the Reinstall option.
Choose Proxmox VE 5 (64 bits) (if you have multiple devices that you want to make a pool with, choose the option with ZFS), after that, wait until Proxmox is installed...
When Proxmox finishes installing (it may take an while...), you will receive an email with your account details, go to Proxmox's dashboard (it will be on your email) and login with the details.