Raspberry Pi 3
Any microSD card , uh an 8 gig for good measure ?
And the USB modem with line voltage inducer integrated . I can't cook up nothing so can buy it
Burn the XDP browser , fake an ISP (used UGB's youtube tut except don't even need to put the DNS addy in) , done , plug and play
For playing PSOv2 I think I'd read you need the boot disc use the real GD to take new char live for first time once , then go get IVES PSOv2 CDI
to burn , coupled with JVC Taiyo Yuden CD-R , your Dreamcast drive will love you for it
EDIT: Ya , authentic dial-up is inferior , the ISP may ignore the new DNS