I'm just learning about public key cryptography and I want to make a public key certificate for my web server so that I can use https. My server is hosted on some random free webhost that is practically impossible for anything...and so my question is this:

Is there any harm in making my private key, public key, and public key certificate on my computer using openssl and then transferring it to the server?

Thanks in advance. Also if there's anything else I'm missing, any help would be appreciated.