You literally can't because of government regulations, although spinning up your own self-hosted community hasn't been regulated yet and is fairly easy.
> found your own country no one will try to stop your
E.g. Asgardia can be considered a surprisingly successful proto-nation. AFAIK UN actually contacted them and asked to launch a satellite into space (which they can) but that ended up a diplomatic failure.
> or won't let you into the UN
Getting into the UN hardly really means much. There are many nations in the UN nobody cares about. There also are nations not in the UN yet very relevant (e.g. Taiwan which was among the UN founders).