Building a PC to me is like playing with a very expensive but simple meccano or lego set. There arent that many pieces to it, and you just slot them in the right slots. Of course the complex bit is that its you that have to decide what goes together, but generally its not too difficult.
Certain motherboards have certain "socket types", which means only certain CPU's will go on them. There are a few (obsolete) slot types for graphics cards, but most likely you will buy the most modern - PCI-e. Choice is one or two slots, depending if you want another graphics card in the future.
Then its just a case of getting the right leads for the drive sockets, CPU, power cables, cooling fans and heat sinks, RAM sticks (what type do you want? There are a few), a box to put it all in, little glowey lights to make it look annoying ...
Oh and as someone else said, make sure you 'earth' yourself before handling circuit boards. You can do this by touching the case when its still plugged into the mains (if you live in the UK and have an earth pin that is, if you have a US or european 2-pin plug, then go touch a radiator / wall heater or anything metal connected to the floor, and then avoid walking around on carpets before you handle the boards)
