You should know how to set up a WWW server* software on your computer. It's a software which allows Internet users to see websites located on your hard drive. Examples of such software are Apache, Microsoft Peer Web Services and Microsoft Internet Information Server.
Your Internet service provider may not allow you to run web sites on your home computer. You should check with your ISP if this is allowed. It might be required to upgrade to most expensive plan.
Your computer will have to be always on. Each time you turn if off or reboot, your web site will become unavailable until the computer is running again.
Your page will load slowly. Home Internet connections are not intended for serving web pages, so your page will load much slower on visitors' computers than if it were hosted by a hosting company.