In the past I'd assembled several PCs and my less-than-rigorous setup process typically involved slotting the CPU, RAM, and other cards, then plugging it into a monitor and powering up to run through a quick POST just to make sure nothing was misaligned or improperly seated. Then I'd power off, put down some thermal paste, mount the heatsink/fan, and connect any remaining cables for drives, etc.
Well, in the past, this was fine. Sure, I wouldn't want to run things without at least the crappy little Intel or AMD CPU fan but 5 or 10 seconds was no big deal. But this time I was building for a friend who had me order one of those fancy new 1GHz Athlon chips. I was psyched as well because the small markup I'd added for my time helped me afford my own fancy 1GHz CPU and new motherboard for my own PC.
So I followed my usual procedure and slotted everything for the initial POST (nothing worse than getting everything connected in one of those old PC cases with IDE cables and wires everywhere just to have to unhook it all because something wasn't seated properly) and powered on.
Blink.
Nothing.
Hmm...Did I not get the CPU seated properly? Let's pop it out and reseat it. OWW! Burned the crap out of my finger and got a blister!
Uh oh. It sorta smells like the magic smoke even though I don't see any. Well, eventually I realized what had happened and learned that even a few seconds without a heatsink/fan had been enough to fry that brand new 1GHz Athlon.
Thankfully I had the one I'd ordered for myself and I was able to finish the build that my friend had paid for. But it was a rather expensive (for me at the time at least) lesson in the need for proper cooling on these modern CPUs.