Don't be nervous about building your own. Main thing is to be careful of static. Get an earthing(grounding) wristband, and attach it to something at ground potential (Radiators are good).
Lay out all the components on a large table.
Read the motherboard manual and familiarize yourself with what goes where.
Fit PSU in the case first.
Now's the time to put a SMALL blob of thermal paste on the top of the CPU.
Fit CPU in socket, and Heatsink/Fan to CPU and lock to board.
Then you can add the memory to Motherboard (Rest board on a coupe of layers of cardboard covered with a lint-free COTTON cloth)
After that Mount board in the case, connect LEDs & switches.
now fit HDDs DVD drive & card reader to case.
Then any PCI/PCI-E cards (VGA, sound etc)
Double check everything, connect a monitor, keyboard & mouse and power it on.
If all went well you should see the POST screen and be able to go into BIOS.
And install your chosen O/S (Linux for preference, or dual-boot with Windows).
NOTE: If the motherboard has UEFI instead of a conventional BIOS, you may need to enable 'Legacy Boot' to install anything other than Windows 8 (Don't ya just love Microsoft?)
For a first build, allow AT LEAST a couple of hours and don't be tempted to rush.
This is just a brief overview, there are many videos on YouTube and web resources (just google 'building a computer')