I would encourage you to try using GNU Radio first on your host machine in order to become familiar with it's operation. Then once you have an understanding of it, you can easily deploy your application/flowgraph to a headless device like a raspberry pi.
I'd suggest starting by going through the tutorials on the wiki https://wiki.gnuradio.org/index.php/Main_Page
From there, you can take an existing flowgraph and drop in a file sink to test it out. https://wiki.gnuradio.org/index.php/File_Sink
Once you want to deploy it as a headless application, you can add in Parameter blocks to dynamically change the filename of the file sink, and switch your flowgraph from QT to "No GUI", and it can be ran from the command line.