This is an absolute rabbit hole with tonnes of options. Two questions that may help:
1. How serious are you about retro gaming as a hobby? Would you give up part of your room for a CRT as you want that authentic retro feel (and amazing motion clarity, response time etc.)? Or do you just want to hook up some consoles for a bit, indulge in some nostalgia and put them away again for another year?
2. How much would you be willing to spend to do this?
At the most basic, get some composite to HDMI converter from the internet for a tenner.
At the other end, spend hundreds on scalers like retrotink 4K (OSSC is a bit dated now but still ok), buy premium cables, consider soldering in or paying for internal HDMI mods tapping into digital signals from the consoles….
Then there’s everything in between. I’ve tried lots of those solutions and in the end I kind of like using a CRT TV. I mostly play PS2 and Wii (usually GameCube or SNES emulators). But sometimes I use the analog-digital scaler in my AVR onto my 4K OLED and that’s not bad but I usually reach for games that support progressive scan as the deinterlacer isn’t great or fast. But this is where high end scalers can solve that.