1. The main part: Read instructions, even after 40+ years I download and carefully read them BEFORE I acquire any HW. Makes it easier to choose components and assemble later on. Relaying on colorful self praising adds doesn't tell whole story.
Most manuals tend to be translated by blind monkeys, so consult forums in local language if possible.
2. Actual parts never look same as on manufacturer's site pictures.
3. Watch out for those pesky MB spacers, they are rarely set for your MB. Every other or third problem comes from that. White smoke (even if invisible) is usual result.
3. Smoke test (first plug in and switching on of power, don't do it in dark and when tired or sleepy, recheck everything ten times !!!
4. Keep main power cable away as far as possible until ready to turn on first time !! Any power to PSU when assembling components can result in sparks and that obviously don't go well with electronics. Coffee, tea or flick of your Bick, keep in another place, drinking and assembling computers don't go well together.