Well all I can say is that you are starting out in the right way.
I once remember writing a reply here in another thread about building PC's. I too once had never been under the bonet or built my own system, but if you take your time and do things slowly and carefully, then most of the time things go fine.
And even if it does go wrong, there are some fine people here who are ready to help you out so no need to worry.
Check out this thread
HERE
It contains lots of useful information on building your own system, the way in which to order your components, and other useful info.
Building a PC is really good becuase you get this great feeling that you've accomplished something at the end of it all, and you learn a great deal about computers at the same time too.
Good luck.