All my friends built their first PC in high school/college (5-10 years ago) and I only recently did mine 2 years ago. I was nervous but it turned out to be pretty easy.

I would figure out what your needs are: play modern AAA games in 4K definition at 120 FPS? Play older games on medium graphics? Do video or other media editing? Etc etc

Then go look at Logical Increments for example builds and figure out how expensive you want to go to meet your needs (they have example builds from basically a toaster on up to the best that consumer money can buy): https://www.logicalincrements.com/

(Edit: keep in mind that the prices on Logical Increments may be lower than actual parts, due to the supply chain issues, pandemic, etc)

Use PC Part Picker to keep track of your build items, they have a handy interface to make builds out of specific parts, track the price of the whole build, make sure you don't forget a part, and even generally warn you if you choose incompatible parts (it's not foolproof but it worked for me and is nice for peace of mind): https://pcpartpicker.com/

Finally, read/watch a few build guides on YouTube or find some articles via Google, to get more familiar with the process.

This is a rough and high-level approach to what worked for me as a first-time builder with roughly zero knowledge (beyond being as computer-savvy as an average person in tech, which I presume most HNers are). Good luck and have fun!