First, let me welcome your on The Things Network !
To get your data to your own server, you have several possibilities:
The first one is to create a MQTT client running on your server to receive all your data in real-time. For this, you can use several SDKs provided by The Things Network at https://www.thethingsnetwork.org/docs/applications/sdks.html
The next way to do it is using integrations. In the upper-right corder of your application management console, you should see an "Integration" tab.
Using this tab, you can create two different types of integrations:
The first type is the "HTTP integration". Using this one, all received messages for your application will be forwarded to the url provided in the integration configuration. A complete documentation is available at https://www.thethingsnetwork.org/docs/applications/http/
The second type is the "Storage integration". Using this one, all your received messages are stored in a database for 7 days ans are query-able via REST. A complete documentation is available at https://www.thethingsnetwork.org/docs/applications/http/ https://www.thethingsnetwork.org/docs/applications/storage/