Having a database that isn’t Roblox’s is a lot of work, and not as expensive as you might think. Depending on how you store your data and how much of it you decide to save, you can fit a lot inside of a basic database.
A popular database service that I’ve personally used is MongoDB. They’re a NoSQL service that specializes in non-relational data schemes. The only unfortunate thing I would say (unless you’re up for a challenge ), is that I had to make my own REST API and host it on my own webserver in order to interface from Roblox to the Database with HttpService.
This, ultimately, isn’t that difficult. But it was a bit of work as a newbie trying to understand the basic protocols of the Internet, GETs, POSTs, PUTs, PATCHs, DELETE, etc. Truthfully, there are few games that have the resources to be able to trump the (un)reliability of Roblox’s datastores, and for what cost? Lots, if they have lots of players.
Anyways, you can find tons of awesome YouTube tutorials on how to make your own webserver and REST API.
However, as @SlayerThaDev said, there’s a reason Roblox has built the infrastructure for saving data, and there are a handful of really good libraries that’ve been made, like DataStore2 or ProfileService, that do a more than fine job of maintaining your game’s data.
At most, I would only use an external database as either a passion project or a way to save only the absolute most important and most condensed, vital form of your game’s data - possible. Talking security cookies, maybe data that’s integral to your economy that changes regularly, anything that you think would be soul-crushing if your players magically went without.