If your goal is to host Windows and Linux VMs on a ProLiant that is natively running ESXi, you should be fine. That is something that VMware is very good at.
The way people typically do this (again, not supported) is to run ESXi on the metal and then create ESXi VMs to represent their lab environments.
We call these "vESXi." When running any VM on a vESXi machine, don't expect performance to be *awesome* ... more like "functional" .. and even that depends on the workload and overall load on the hardware. Still, it will generally be a lot faster than hosting your VMs on ESXi in a Hyper-V VM on a desktop machine. When you're doing this, you should consider the speed and number of the disks. Think about how many VMs you will have sitting on the same disk -- most desktop machines have a single drive and you can overwhelm that pretty fast. I am very rusty on my HP hardware knowledge, but imagine that the ProLiant would have some kind of RAID, or at least more than a single drive.
Beyond the hardware, I suggest taking a look here for some pointers and even pre-built vESXi appliances you can download and use.
https://www.virtuallyghetto.com/nested-virtualization
William has a section on running VSAN in such an environment as well:
https://www.virtuallyghetto.com/vsan
Unfortunately, I am not very familiar these days with what people are doing in home labs, but, as for hardware, you may be interested in this current thread.
https://www.virtuallyghetto.com/2019/01/supermicro-home-lab-group-buy.html
As you can see, there is a ton of information at this site, including using an Apple Mac or an Intel NUC as a host machine, too.
-Doug
https://www.virtuallyghetto.com/2016/03/vsan-6-2-vsphere-6-0-update-2-homelab-on-6th-gen-intel-nuc.html