Personally, I would wait until the case arrives, but that's because I could probably have it built in a few hours, but if this is your first time building a PC, it just isn't worth rushing, even then though, 2 days should be plenty of time to see if everything works good. The chances of any of those components being faulty out of the box brand new are very slim, and they all look compatible with each other so I don't think you have much to worry about compatibility-wise.
I don't really see anything wrong with starting the assembly off now, as long as you're careful with everything and make sure nothing falls off your desk or something. PC hardware is usually more durable than most people would have you think, but you should still be careful.
That teardown list looks fine to me. You most likely already know this but when you install the motherboard into the case, make sure the case is laying down on it's side so you can drop it in from above. It's much safer and easier than going at it from the side.
In short, you should be fine building it on the motherboard box if you want to and are careful, but I don't see much risk in waiting for the case either, which would be the safer route. Good luck!