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Assembly is easy. It's pretty much plug and play. Honestly the hardest part is selecting components and troubleshooting when things don't go as smoothly as you expect.
I think it's good that the OP is willing to learn to build a computer. It's a great learning experience and a valuable skill to have. Do a bit of reading, but the best thing to do is to get your hands dirty.
If you don't want to "break" any of your brand new $500 parts, maybe get a bit of experience on an old PC you have laying around. Look at how everything is put together and what slots they go into and what they're plugged into. Then tear it apart, and put it back together and make sure it works when you're done. Take the parts and go online and look up documentation on it to see what it does and how it's configured. Getting a bit of background on what makes a computer "work" will help with the troubleshooting process later. If you don't have an old computer to experiment with, then find a buddy that's computer savvy, order up a pizza and beer and have him/her walk you through it explaining what they're doing.
There are some decent tech forums out there depending on your level of experience. Anandtech and Hardforums are two of the larger enthusiast sites out there. There's probably hundreds more out there too that I've missed out on but both have forums where people are willing to help, and both have reviews of hardware if you want to read up on what's new and how well they perform.
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