In Michigan and other northern climates rock walls are uncommon because it is challenging to make them so they withstand deep frost. In warmer climates they are more common. Kentucky has many miles of low walls laid up without foundations or mortar. They last many decades before needing to be taken down and rebuilt. Britain is filled with high walls (like you saw in Europe). You should get advice from someone with experience relevant to your climate. Better to hire a stonemason to build it.

If this is your first stone wall, it will probably look as good as your first dovetail. My father taught me just a little about laying up a dry wall. (one stone on top of two, two on top of one) This is a start but nowhere near enough to make yours look good.

I have done a decent job using concrete units because there is little art and just a lot of heavy lifting.

Best of luck and let us know how it goes.