I've been building my own computers for 16 years now. In fact, I just got done building a PC with my wife as we needed to build a new one for her.
When I started building PCs, I had to salvage the parts from around 15 different old PCs and make Frankenstein's computer. They were ugly and had weird issues I won't get into, but they worked. Writing a whole guide here on BHW about how to build a PC would be time-consuming as there are a lot of minute details (e.g., AMD CPUs vs Intel CPUs, Nvidia GPUs vs AMD GPUs, etc). You'll get fanboys for everything, but it's important to look into all of this to find out what's best for you.
In recent years, I've found this part picker website to be very useful as it's important to make sure the parts you choose are compatible with each other.
https://pcpartpicker.com/list/
You'll need to install an OS on the system as well. This is easier than it sounds; you can just load an installer on a USB drive, buy a license key for whichever OS you're planning on using, set the boot priority to the USB drive, and install it from there.
If you run into specific issues (and you probably will), you can easily look things up online as, at this juncture, everyone has run into every PC-building problem in existence and talked about it online.
As some encouragement, it is a lot easier to build a PC these days. A lot of components come with instructions to make installation easier.
Ground yourself before working on the computer as well. Literally, I mean. Touch some metal before touching any sensitive components as static shock can fry them.
https://smallbusiness.chron.com/hold-motherboard-70438.html#:~:text=A%20single%20bump%20might%20damage,ll%20avoid%20many%20potential%20problems.