That combo should work together nicely. The memory and graphics card shouldn't cause you a problem either.
Just a few tips for you as it is your first time:
1. DON'T FORGET THE HEATSINK. If you do, your new processor won't last very long. I'm not an expert on them, but
this should work.
2. The mobo you are getting is ATX, so your case should be too. For simplicity you might want to get one with a built in PSU. The bare minimum you should get is 450w. I'd aim for higher if you could. A high spec PC needs good ventilation from fans as well as probably running a lot of drives.