I want to try paper embossing at home but have no clue how to start with it.
I guess not "without any tool". You're gonna need something to apply weight or pressure on paper, your nails, fingers, a rod, etc., whatever doesn't scratch or leave many undesired artifacts. If your paper is heavy-weight, similar to cardboard, the results would be better.
First try it slowly with thin but dull objects like rounded tips of a hair clip, a ballpoint pen which doesn't write, or a pen cap, on a spare sheet same as your paper. The support you use also should be relatively smooth and not leaving visible dirt/ink marks on the surface: a couple of normal white papers on a desk would be fine. Start to slowly trace the pattern, then move to a larger tool like the back of a pen for filling in the shapes. If you are satisfied, proceed with your actual piece.