Always unplug the machine first and then touch the case or power supply to discharge static electricity you might be carrying. The safest bet is to buy a static wristband to keep yourself free of static electricity. Replacing a hard drive, adding memory or upgrading a video card is the kind of small step you might consider before trying to build a complete machine from scratch. You'll find that most come with quick and relatively painless installation guides. Don't expect you can build a new computer in a few hours and use it to write that term paper that's due next Tuesday.
Unexpected problems can take days or weeks to resolve.
Be realistic about why you are choosing to build your own computer. In my book, the best reasons are to learn how computers work and to have greater control over what components go inside. Even retailers who allow buyers to customize new machines don't always offer the flexibility some people seek. But the Web site doesn't say who makes them. So, you're out of luck if you want a system with a drive made by, say, Western Digital.