I was surprised to notice that there wasn't a single tutorial on this forum which covered the creation of your own Exception classes, so I decided to make a small tutorial for you.
TL;DR - If you don't fancy reading all the details, you may jump straight to the code, as it's pretty self explanatory if you have a basic concept of Exceptions and their hierarchy.
You might be surprised to know that creating your own Exception is as easy, if not easier than any other occasion where you would extend a super class.
The steps are simple:
1.) Realise a situation where creating your own Exception would be a benefit
2.) Name your Class the name you want your Exception to be known as
3.) Make a decision on what Exception to subclass, checked or unchecked (explained below)
4.) Throw it!