Setting up and controlling loads of LEDs
As you mention that you're a beginner in electronics, you may find it easier to use a bunch of WS2812Bs instead of bare RGB 5050s; they can be controlled with fewer pins via software, rather than requiring a large mesh of connections to constant current sources and Darlington sinks.

With a steady hand you may be able to use point-to-point soldering instead of mounting them on a board, or you can possibly have one circuit board per LED and then solder those together (which will help with cooling). The supply lines will be required to handle more power than the data lines, so you may want to wire up the LEDs into multiple supply chains regardless of how you wire the data lines.

Keep in mind that however you do this, it will require a decent amount of power; each LED can consume a few hundred mW, and you need to supply the MCU as well.