Unlike many other programming fields, software development for embedded systems requires special hardware. Bare minimum is a target device, for which the software is developed, and a debug probe that is responsible for programming and debugging the device. Often for a particular microcontroller unit (MCU), the vendor offers a development board, which incorporates an MCU, a debug probe, and some peripherals. But when the development reaches a printed circuit board (PCB) prototyping stage, an external probe is desirable. There are various debug probes in the market. A Chinese clone can cost a couple of dollars, while original probes often cost hundreds. But there is one unique option that is supported by Drone out-of-the-box - Black Magic Probe.
Black Magic Probe, or BMP, is an open-source tool, like Rust or Drone, which is invaluable when it comes to troubleshooting. Currently it supports Cortex-M and Cortex-A targets. BMP implements the GDB protocol directly, which is nice, because there is no need for intermediate software like OpenOCD. Also it embeds a USB-to-UART converter. The official hardware is sold around $60 and is quite good. But the firmware supports other hardware options. The most affordable of which is the Blue Pill.
Blue Pill is an ultra-popular and cheap development board for STM32F103C8T6 microcontroller. It can be bought for around $1.50 from AliExpress and also can be programmed with Drone. It has 32-bit Cortex-M3 core running at 72 Mhz max, 20 Kb of RAM, and 128 Kb of flash memory. This is good for many applications and is enough to get started with Drone. So the most affordable start would be with two Blue Pill boards, one as a debug probe and the other as the host for Drone projects.
But there is another tool needed to flash the BMP firmware to a Blue Pill - a USB-to-UART adapter. Out of the box a Blue Pill is flashed with a factory boot loader, which allows programming its flash memory through UART. The cheapest adapter would be enough for this. CH340G can be bought for around $0.50 from AliExpress. It will not be needed after initial bootstrap of BMP, because it has its own USB-to-UART. Though it is convenient to have a spare adapter, as sometimes there can be multiple UARTs involved.