Unless you have rocks on your property already, building a retaining wall is costly. (This is not my yard)
I had previously tried small ponds in shady areas of my back yard - they were not successful. The only sunny area I had was on a slope. Water and slopes don't mix.
So a wall had to be built. This proved to be very expensive. We really could only get the pond built if we mixed in getting the deck redone at the same time.
I won't post here exactly how much the pond cost. One contractor more or less hung up on me when I said I wanted to spend under $2000. Two pallets of half decent large landscaping rocks cost about $1000 delivered. This pond required many, many pallets, and the rocks had to be a consistent size.