Ever since I came to know about the possibility of a headless setup for WordPress, I have always been tempted to try it out.
You can check out the simple implementation here https://github.com/thrijith/headless-wp which is based on this https://webdevstudios.com/2019/01/03/headless-wordpress-with-react-and-nextjs-1/
The setup is pretty straightforward you may follow this, to get started.
npx frontity create mysite-frontity-app && cd mysite-frontity-app select your desired theme and it will create a starter setup for your Forntiy app, run
npx frontity dev, to launch the app, it will use a demo site to get the posts data for your newly created site.
Go ahead and edit frontity.settings.js and point @frontity/wp-source => api field to your WordPress site, run
npx frontity dev again you should now see posts from your site instead of data from the demo site.
Frontity has a dedicated section which covers the deployment on Vercel ( Previously Zeit )
Once your app is set up correctly, it will be visible in your Vercel Dashboard, it will create a random URL for your site, you can test your site there.
You can also set a custom domain for your site, settings for the same can be found under Project => Settings => Domains, you'll also have to set up an ALIAS record to point your custom domain.
Please note it may take a couple of hours to reflect the change.