If you are wanting to build a new computer you are going to need the following
Case
Power supply (500V+ is fine)
Ram (6+ gigs should be fine)
Motherboard (Make sure it works with the parts you are getting)
Graphics Card(Major part of gaming experience)
Cpu (Other Major part of gaming experience)
Hard drive (I recommend getting a 120gig ssd alongside a 1TB hard drive)
Choosing these parts is very easy, PC Part Picker seems to to a good job helping you make the right choice. When I built my computer I chose my parts keeping A CPU and GPU benchmark site
Links:
PC Part picker: http://pcpartpicker.com/
CPU Benchmark: http://www.cpubenchmark.net/
GPU Benchmark: http://www.videocardbenchmark.net/