Regarding what @shingohisakawa said above, using certified radio modules can reduce the burden of testing (you can test as an unintentional radiator instead of an intentional radiator), but it doesn’t solve the problem completely based on my understanding. I would recommend checking out summaries by sparkfun and hackaday and I also wrote a blog post with some good references.
Basically it depends on the jurisdictions you plan to sell to and what type of product you are making. There are also differences between what are called intentional and unintentional radiators. Intentional radiators (e.g., gadgets with a bluetooth or wifi radio) are more complicated (i.e., expensive), so using pre-certified radio modules can definitely make your life easier, but you still need to confirm that the rest of your product (e.g., microcontroller clock, power supply, etc.) are not unintentionally radiating emissions beyond the limits.
For unintentional radiators, you generally don’t need “certification”, but you are ultimately responsible for “compliance” with the regulations. You aren’t required to hire a test facility (i.e., you can self-test if you know what you are doing), but if your product produces emissions in excess of the regulated levels, you could be forced to pay hefty fees and/or recall your product. To sell to Europe, there are additional considerations to declaring that your product is in compliance with CE regulations (it may be turned back at the border without a CE mark). These include things like lead free status and immunity (making sure that your product can operate in the presence of electrical noise, power surges, etc.).
In reality, if you are only selling a small volume to people you know and it is unlikely that anyone will file a complaint, you could probably slip under the radar and many people do. Testing is certainly a huge barrier to market for small companies and OSH (e.g., we spent >$10k and over 8 months to bring DropBot into compliance, so I can certainly sympathize with your position). It’s even worse in my opinion that you need to retest if you make any changes to your product…
The current regulatory framework is prohibitively expensive for small companies and/or niche markets. I did a lot of reading to try and figure out a way to avoid this testing (there are a few exceptions, but they are pretty limited). I think that if you want to do things by the book, testing is a necessary evil.