+1 for wanting to have a go and +1 for having the sense to ask. The satisfaction of riding a bike that you have built yourself with components you chose can't be matched. You should be able to find help here when needed. I am not sure it costs that much extra above a complete bike; if you shop around or ebay for parts you can do pretty well and the cost is spread. If you are like me, it is difficult to accept other people's compromise choices, so you find yourself upgrading things and any savings are soon absorbed.

If you don't have a workstand, fit headset & forks (plus stem if needed) then put the wheels in - this saves your back a bit!