The most important thing is motherboard. It is what makes other parts compatible to it.
Different motherboards have different sockets for different CPU series.
For Video Card Compatibility, you have to see if motherboard has PCI Express slot.
For SLI or Crossfire you have to read in its specifications.
For amount of RAM to be installed and supported speed you have to look into CPU specifications and again motherboard's specifications.
Similarly for PSU and Motherboard itself you have to look into case type. If its Mini ITX, Mid Tower or Full Tower.
You also have to calculate total wattage used by all the components and then make sure if PSU is not too small or too large power wise.
And so on.
Since we do not have time for all this stuff when posting a build we just make one at pcpartpicker.com and let it do the work for us. Normally we get used to it within a month or two.