How can I add style to Paypal Checkout button?

Is there a way to add some style to Paypal checkout button?

Or create my own button for paypal checkout?

If you're using the paypal.Button.render integration, then no. The button is rendered in an iframe, so the style can customized but not changed completely:

https://developer.paypal.com/docs/integration/direct/express-checkout/integration-jsv4/customize-button/

This means that the button will render at high resolution on any device, including retina monitors, rather than an image which can look blurry depending on the device you're using.