Has anyone tried using a phone that plugs into a usb and tether the Internet thought the computers usb and out a ethernet port using pfsence
Perhaps you could clarify your proposed setup. It seems to me that you're suggesting using your phone just like a USB mobile data dongle but plugging it into a pfSense box rather than directly into your computer.
I see no reason why you shouldn't do that, but at the same time, not much reason for doing so. Perhaps you should start off not by grabbing a firewall and seeing what it will do for you, but by looking at your threat model, considering what threats you need to counter, and only then choosing your your countermeasures. These might include patching and backup policies, user education, password manager, NAT router, antivirus etc as well as (and probably before) UTM or firewall.
iPhone tethering discussion: https://forum.pfsense.org/index.php?topic=114559.0