A Microsoft account has some advantages, but a local account is fine for Windows 11. Microsoft doesn't make it easy to set up a local account on a new PC. There are workarounds, but they depend on ...
Enabling BitLocker is one of the first things I do on any new Windows 11 PC. To set this up, open File Explorer, right-click on your system drive, and select "Turn on BitLocker" from the context menu.