So this means you are loving the SharePoint Modern Experience same like us :)
To begin with, we assume you have your lovely home page ready in Modern Experience. If you haven't got it ready yet, we recommend you to do it first.
Step 1: Navigate to your pages library
You can see Pages in your left navigation / quick launch menu as shown in below diagram
If by any chance you are on communication site or you made your quick launch disabled, you can go to Site Content -> Site Page Library
Step 2: Select your page and make it Home page
First step here is to ensure you keep your pages library in modern experience.
Select the page you want to promote as home page;
Click on more options (the three dots next to page name) and select Make homepage option
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